I don’t think I have seen or read anything implying Thanos couldn’t be killed, which begs the question: Why didn’t Iron Man, Doctor Strange, Spider-Man, Star Lord, Mantis and Nebula simply kill Thanos when they had him immobilized?
It was the first and likely the last time they had him immobilized and unable to defend himself, so instead of wasting all that time trying to remove the Infinity Gauntlet, that seemed impossible to remove, they could have killed him in a myriad of ways. He bleeds like any man, therefore he can die. He even tells Thor that head trauma would have prevented him from snapping his fingers. Iron Man had that cool nano tech sword and could have decapitated him; Drax could have stabbed him through the heart with his long knives; Star Lord could have just pushed the barrel of his pistol against his head and pulled the trigger.
It would have been far more effective than pistol whipping him which only woke him from the trance Mantis had him in. I mean that if he’s dead, he wouldn’t have been able to snap his fingers. You have probably heard the saying “You can have my gun when you pry my cold dead fingers off of it” That seems to be the way Thanos feels about the Infinity Gauntlet, so even if they had been successful in removing the gauntlet he would have done anything and everything to get it back and would only quit when he was dead.
The very obvious answer is that the movie would have been a lot shorter and there would be no sequel Avengers: End Game movie, but other than that, why didn’t they simply decapitate him or stab him through the heart? (Or any of a myriad of other ways.)