Cain thought so, as he didn't want to let Lucan and his protector get out of here alive since they were the ones who came at him.
He also noticed their vengeful nature, which he thought that if he didn't take care of them at this moment, he might unknowingly sow the seeds of future trouble.
However, Anya was no longer able to fight because the system had advised Cain not to let her take any more action. Meanwhile, Fenix was not in good enough condition to kill Lucan's protector.
Hence, the only remaining option was for Cain to handle them himself.
Even if Cain didn't want to use this method as he was warned by the system to not use his bloodline's power unless he was forced to do so, he just had a hunch that he had to kill both of them.
He also felt that it would even bring him a benefit that he didn't know what that is if he were to kill them with his own hands.