Jedi, according to Obi-Wan himself are sworn to destroy the Sith. The Jedi can kill--in defense (which is certainly what he was doing) and killing Sith that can't be turned to the light isn't considered wrong--indeed, the Jedi are meant to be the opposing force to the Sith.
The other point is that if you kill with no hatred in your heart in defense of the light side of the force, that's considered acceptable. The novelization, unlike the movie, makes it clear that Obi-Wan killed in a way that would be acceptable to the Jedi council.
As to the advantages that would have been gained, the questions that MIGHT have been answered--
- We don't know that Obi-Wan would have been able to capture rather than kill him. He knows he must stop this Sith, whatever that might take--he hit what he could--and that happened to be Maul's torso. You can't assume that Obi-Wan had the skill to be able to precisely disarm and capture him over killing Maul. Maybe he could have later, but at this point, he's a padawan. A skilled one, to be sure, but not to the level he was in Episode 2 or 3.
- We don't know that Maul would have answered any questions at all.
- We don't know for sure that Maul knew Sidious' true identity. That's been rather murky. I think Dooku knew, because you could see it in his face when Palpatine orders Anakin to kill Dooku--plus, Dooku was far more political than Maul. Maul was more of...an assassin. The Darth Plagueis book sort of covers that. I believe Maul knew his plans for war and that he had some influence in the senate, but there's no real basis to assume that Maul knew he was Palpatine.
- And, as others have pointed out, Maul may have rather committed suicide than submit. He was pretty hard-core.
Given all of this, we cannot assume that the capture of Maul, even if it were possible for Obi-Wan to do, would have resulted in the revelation that Palpatine was Sidious, and thus would have kept Anakin from turning to the Dark Side.
There's also the argument that Anakin's turn to the Dark Side would have happened no matter what because it "brought balance back to the force" or, in another interpretation, he might have gone Grey Jedi, founding a school that looked towards balance rather than pure light-side. (And honestly, even after Palpatine dies, in the books, he has all sorts of things set up ahead of time--namely a clone body for his spirit to inhabit. Who is to say what would have happened even if they had arrested him--it's possible he would have used his arrest to his advantage...)