Cates threatened Kristina with charges that would probably have never stuck. Meanwhile Sidwell nearly BBQ'ed her and, nothing? He's got his fingers in all of Sonny's pies and Sonny is just like, "Golly gee! What can I do?". It's stupid writing. If Sonny killed Sidwell I would understand that a million times more than Cates. it would even feel less cold-blooded murdery than Cates. Sidwell is an actual threat. He's unhinged, has shown he won't hesitate to kill and is a serious threat to people's safety.
Actually, let's do a proper murder mystery here. Someone put some slugs into Sidwell already. There would be sooo many suspects. Just off the top of my head -- Sonny, Jason, Britt, Lucas, Marco, Laura, Willow, Ava, Lucy, Carly, Valentin. Who am I missing? Granted some of them have weaker motives than others (like Lucy) but still could be suspected.