The hope that Reese wouldn't let a guy burn to death in the back of a car, for example.

What? You missed the episodes where Reese killed other people with less provocation? He's no boyscout. And the guy in the car wasn't exactly without sin. And he didn't murder or torture any U.S. Marshalls. He kneecapped them and they will live. From his viewpoint, they were in this way and I really doubt they'd've happily told a guy who was unshaven and bleeding out and with that look in his eyes, "you want to talk to Quinn? Sure, come on." Not putting down your reaction, just trying to explain why I wasn't surprised by Reese's actions.

This is me having trouble with the conventions of the genre again, isn't it?

Maybe.