Most of the discussions on this subject conflate several different issues:
- Was he Guilty or Innocent?
- If guilty, should a life sentence mean life without parole?
- If someone has only a short time to live, is our compassion exclusive to the innocent?
On the first point, as Red points out, there are huge inconsistencies in the evidence, particularly that the primary prosecution witness claimed to remember seeing al-Megrahi, when it is now known that the witness had been shown photographs identifying him before picking him out. That would make most convictions 'unsafe' under appeal law.
A large number of the UK victims' relatives are livid that they believe al-Megrahi was a patsy, and without an appeal, they'll never know who really was responsible.
The second is a straight-forward ethical challenge. Without offering the hope of redemption, what incentive is there for repentance or rehabilitation? I'm not a Christian, but I know that forgiveness is one of its central tenets. In most cases, this comes down to whether you believe in revenge or justice.
On the last point, I don't see why making him die in a prison miles from home serves anything other than spite.
Finally, I'm not surprised at the trans-Atlantic division of opinion. On this side we rejected the death penalty as being inhumane and medieval, while in the USA it has wide support.