Maybe Steve was charged with conspiracy to commit murder (since the jury may not have believed that Millie killed her husband by herself)? He did flee the scene of a homicide. Still, he didn't actually fire the gun, so he shouldn't have gotten the chair.
It is indeed very unusual for a women to be executed, no matter what the crime. And judging by the art, the way Millie looks, she likely would have walked free one or the other.
Still, the story's impact comes from not thinking too deeply about it. It's all about that wink in the final panel.