This is definitely a complex issue with a lot going on. There are always going to be a range of experiences from random headshots to a well drawn out "drag and torture" kind of scene. I think the biggest factors are disguises slipping, SICnal prevalence, and the ability to see the room name you're in, which can contain some META-knowledge that could be sicced out for help.
If you're a solo doing a hit, chances are you don't want to get caught. There are so many people moving through rooms all the time, that you could totally get accidentally rolled up on mid-act. Also, showing just a moment of mercy for a pose could allow your disguise to slip, or the person to get away somehow. If you're trying to make a rep as a solo, or you've gambled all your chy on dough, weapons, and candy for the hit. You're likely going to be as quick and efficient as you can.
I've had this happen to me, no warning, just filled with lead. I lost a TON of stuff. I would have been mad about it, but I've played this game for a while and it didn't hit me that hard. I can see how some people can feel upset about this, but it's the way of combat in SD in general. I do want to say that just because I got super-popped out of nowhere does not mean I didn't get RP. When I vatted out I was ICly livid, and managed to bitch and moan my way into some more information, which lead me closer to some really bad-ass people. This may not always be the case. Hopefully if someone does waste you suddenly, they'll throw you a bone when you vat out. Sometimes the lack of a message is also scary, and RP-fodder itself.
You're so small to them that you aren't even worth giving a message to. That's pretty fucking CP, and murder is so commonplace in the mix, that it seems themely as well. Having this happen to your player could definitely lead to some big changes. Paranoia, more combat training, maybe they get into disguises. Who is after them, why, and what can they do about it?
If we really want to encourage more of this drawn-out murder kind of scenes, I'd suggest giving more tools to potential solos or gankers that limit potential for vision and/or sic for the victim. I think it's been suggested before, but if you could apply a bag over the head of a victim when they're unconscious, that would go a LONG way towards making this sort of thing happen. You could then drag them to a room with no sicnal and RP to your heart's content. If I had someone handcuffed and a bag over their head I'd get them wherever I wanted, pop on a false voice, and talk MAD shit. Sicnal wouldn't be as much of an issue here because all they can do is act scared and plead for help.
I think the code for "dark rooms" and cyber-eyes might be able to be leveraged by a hooded bag, but I'm no coder. Maybe thermos or other eye-chrome could still work through it?
As it stands, even if you go to the trouble of finding someone, beating them silly, dragging them to a location, you're going to risk them shouting locations as you're dragging them along. And even when you get there they could ID you and rat on you as soon as they get a moment's sicnal. Add to this what other people have said, where the two-weeks into the dome character who's scooped ice cream in Arizona for years refuses to budge during torture by a literal monster who's looking for paydata for a plot.
If there were maybe disposable hoods, or one-time use expensive temporary sic disablers that could be applied to a victim, I think we'd see more of this (I'm aware of current solutions, their could be further options though). As it stands, solo work is risky, and asking someone to play to lose in this situation is difficult when every second counts and any small graces to the victim could have massive repercussions.