You have to kill the sorcerers in order to get those endings since those endings require Merc to have nothing else to do with his life while sparing them gives him a purpose.
Which is rather odd to me that one of the happiest endings requires to kill all the sorcerers (and to let Evil go instead of staying with her) when sparing used to be the happiest, but I guess since you can just kill black slime on your own after sparing it's still about as good.
Maybe it's a matter of perspective on how that world operates and on if the sages should be allowed to live or rest, which is better? to rid the world of the sages and have the church decline on its own as its power diminishes, but is less and less necessary anyways in the new peace, or keep it around and attempt to reform the system so the sages can keep on living? A life in peace settled down or a life of struggle keeping the world safe?
As an aside does the fighting the Red Sage path (kill sages but decide not to destroy the statue) also allow you to do the new endings?