Is killing a small mouse morally wrong?

I’m a very sensitive person, and obviously against animal abuse.
I’m staying with several family members, and just now they captured a mouse and are currently drowning it in water.
The second I saw the mouse I fought with all of them, and protested against them killing it. They argued, and told me it was dangerous, and held many diseases. I mean, I already know that, but I just went upstairs and started crying hard, I can’t bear seeing anything being killed.
Am I wrong?