For essentially the same reasons that murder is intrinsically morally wrong. Capital punishment can fairly be equated with first degree murder in as much as the usually essential feature of "first degree is deliberation. The state deliberates for a very long time before exercising capital punishment, and still regularly murders the innocent. 

In what world is it not inherently evil to support a system of deliberately taking the lives of citizens knowing with absolute certainty that some of them are innocent of the crimes they have been convicted of?