Whenever I read accounts of the killing of emissaries (such as the Greeks killing the Persian emissaries, or the Khwarezmians, Mamluks, Hungarians, etc, killing Mongol emissaries), I wonder "why did they do that?"
It seems like the cons of killing a foreign power's emissaries are pretty clear -- it gives a belligerent country a causus belli if they didn't have one, and might even provoke a nation inclined toward continued diplomatic talks toward a war.
What were the pros? I suppose that if they thought that the emissary was a spy who was gathering data on their fortifications' weak points, granary supplies, etc, then they might want him not to get back to his masters, and I also suppose that if an emissary is suspected of talking to people other than the sovereign and subverting their loyalty (e.g., offering one of the Hungarian king's prominent discontented vassals some deal if he'll side with the Mongols), that could be a problem. Overall, though, it seems like escorting the emissary and making sure he only talks to the sovereign or his representatives and doesn't acquire intelligence or talk to any potential fifth columnists seems safer than just executing him.
Were there more positives to executing an emissary than I see? Was just really cathartic to kill an arrogant foreign diplomat and yell "THIS. IS. SPARTAAAAA!"? (Or, perhaps, "THIS. IS. KHWAREZM!" or whatever the local equivalent was.)
Well, people were cruel and foolish in ancient eras, lol. The main reason is anger. Greeks killed the Persian emissary because they felt they were insulted and they just got angry. Khwarezmians killed the Mongol emissaries because they were foolish and confident of their powers. Only few nations like Mongols had a tradition not to kill emissaries and messengers.
Your overthinking it. It was really to just send a message. All of the examples you gave were where the emissary was basically saying 'you either accept being part of our empire now, or we're going to invade you', so what better way to respond than sending the head of the diplomat back?