Gary,
They're a natural part of the world in your area. Neither intrinsically bad, nor good.
If you're getting more pleasure from letting him be, let him be. If the risk of damage is relatively small, what's the harm?
We have no obligation to be bloodthirsty. Such serves a purpose, but it isn't a good in and of itself.
Life is valuable. When the shooting feels wanton or wrong, it probably is.
That's my read.
Now, bear in mind, I'm a fiend when it comes to starlings. I know they're smart. I know they're tough. I find them fascinating. I also want every last one of them on the continent dead. I have an awful lot of fun killing them, too, but I really want them dead and gone. Something inside me just finds it wrong that these invasives are displacing indigenous species. I would feel no similar feeling toward native 'coons.
M