Lupin and his crew do kill. Just not (clean) cops, or innocent people in general. They only kill bad guys.
In fact, they are so against killing innocent guys, that IIRC one episode (sorry, can't remember which one) has Fujiko get so incredibly pissed at Lupin for killing Zenigata* that she refused the money he had stolen. Considering that Fujiko is defined by her insane greed and she never hesitates to backstab her boyfriend for money, that alone shows just how much of a "DO NOT CROSS" line unprejudiced killing is.
*Obviously Lupin had been framed, but Fujiko didn't know that. And Zenigata got better anyway.