Other possibility is that Danzig has a pretty twisted sense of how well things work out for people.
I would rather go with this.
This whole experiment is really only for willing people, right, and they don't force anyone to stay with them, right.
So what would be the reason to force them into submission so brutally by killing one of them...
Oh well it's just another twisted logic of some mental guy.
Still I wonder if May could bargain in such circumstances with Danzig that she would willingly take up these experiments if he would let other go free from this Warp Box.
Cause really May and Suspiria seems to be the only one who passed some criteria to be taken subject as Thin Man experiments (like we saw Danzig wanted to kill Bern, so she was useless, just Glyph was unlucky to go into scene), maybe such experiment can only happen if the subject accepts her fate, that's why Danzig is playing with them, maybe experiments on unwilling subject will go into bad end Bloody Mary direction.
But yeah many maybes here.