What happens in our mind isn't reality. At best, you can say in your own incorrect, misinformed, opinion of what the law is that it is murder in your mind...and I guess that would be true, just for you. It wouldn't be true in reality though, because in reality, at least in the states doing it in this country, it IS legal.
For example, lets relate your thought process to something else. "Speeding" as its generally defined is illegally expeeding the speed limit on the road. Well, if you thought Speed Limits were illegal would you not be "speeding" if you were going 75 in a 55? Maybe in your OPINION you weren't, but in reality, under the law, and by definition...yes, you would still be speeding.
Just because you don't think state executions are legal doesn't mean they aren't, at this point in time, legal and therefore at worst its an immoral killing not murder