and how do you think those loyal characters (possibly harem) will react when they fiind out that MC killed Vali?
Just fine except for Natasha- and turning her from her former patron is 90% of the fun with her.
Someone not paying attention might say Grace too- but Grace seems to have some sort of major beef with one of Vali's old friends. I don't really think the Grace / Vali dynamic is a healthy one.
Killing him is no fun though- you lose a lot of power potential for the MC. Maybe you could subdue him or something- put him in stasis but still draw upon his power or knowledge.
Also, you lose a lot of narrative tension if he dies too- cause 70% of the fun with him is trying to figure out what things he says are true and what things he says are bullshit- with the added layer of the fact that he *could* help you a ton- if he chose too.