Mercy kills Warframe allow you to instantly murder a target that has lost 5% of its health.

If you have a construction that uses impact damage, this may increase the chances of being able to kill out of pity by a higher percentage of their health for each battery of impact damage.
You will know when you can put a death out of pity because a red symbol, illustrated in the image above, will appear above the head of the enemy.
You can then interact with them using the screen button to kill.
The killing of mercy prolonged the animations, much longer than the average finisher.

The mercies are executed with your paragon, a Tenn multifunction tool that all the War frames relate to their wrist.
The paragon can also be used to hack, kill Suva niche and Suva thralls or carvings.
Any of these attacks, except the Suva niche, will count as a killing out of pity for a Night wave challenge.
The reason to make mercies instead of the finishers comes down to the mods that you can equip on your paragon.
Performing mercy eliminations with certain attached mods will leave statistical and gameplay advantages that you do not get finishers.
These mods can be found by killing bosses and will give you the advantages below.
Blood for life: 50% chance of creating an orb of life at the mercy.
Blood for Energy: 50% chance of creating an orb of energy on Mercy.
Blood for AMMO: Mercy recharges the magazine by 100%
Hit and Rune: We Mercy: + 60% Parkour speed for 6 seconds
Out of Sight: Blind Enemies 18 meters from killing Mercy.