I take it you only watched the anime? In the manga, there was a rule that stated that a Shinigami killing a human with something other than the Death Note would face a level one punishment, followed by death. Sidoh had a list of rules about Shinigami punishment.
Also, Rem thought to herself that Light was so important to Misa that she could no longer live without him, meaning killing Light would be useless. Misa would just kill herself (that's what actually happens when he dies...).