Throughout chumash, we find examples of gratitude and compassion some of which are rather surprising. The most significant that come to mind are Moshe’s not smiting the ground or the water which facilitated his survival and our instruction not to show undue hostility towards the Egyptian because we were "guests" in their land. At the beginning of this week’s parsha, Moshe is commanded regarding the eventual destruction of the nation of Midyan for their role in seducing the nation towards the worship of Ba'al Pe'or and the illicit encounter involving Kuzbi. But Midyan was the nation that provided a place of refuge for Moshe when he fled Egypt. He spent a number of formidable years in Midyan and it is not inconceivable to suggest he enjoyed some form of protection and immunity from the crime he had committed back home. Indeed, it was not Moshe who led the war effort. Still, one might have expected the Midyanites to be afforded some degree of consideration when facing their Divinely-commanded retribution.
I found that the Tur, quoted in Shaarei Aharon, does touch on this point. First, Rashi explains that the commandment of "tzaror" denotes not a directive for a singular campaign but a constant and present enmity towards Midyan for what they had done. Tur understands that there are two distinct commandments. Tazror is in the singular and directed at Moshe specifically for he may very well have been the target of the Midyanite plot as the midrash recounts that Kuzbi was instructed to attempt to seduce the greatest among them. The subsequent commandment of "vehikisem osam," referring to the ultimate destruction of the Midyanites was specifically stated in the plural, not directly to Moshe, because he grew up in Midyan.
Malbim writes the justification of the commandment given here actually refers to three separate aspects justifying the defeat of Midyan. "Ki tzorerim heim lachem" refers to the present. "Asher nikelu lachem" in the past tense refers to the plot they devised. "Ve’al devar Kuzbi" is indicative of a current plan to exact revenge on B’nei Yisrael for the killing of Kuzbi. With this analysis, the military campaign against Midyan was not simply a war of revenge and retaliation. The nation of Midyan was still plotting further attacks and constituted a clear and present danger. Perhaps for that reason there was no room for a compassionate allowance.
Have a good Shabbos.