A few brief thoughts:

I can understand people who object to this sentence because they oppose the death penalty generally. But if anyone deserves, few are better candidates than this defendant.
I do have constitutional reservations about the fact that this was a federal case rather than state one. Under the original meaning, I don't think the feds have jurisdiction here, unless it can be shown that the state was unwilling to pursue such cases for unconstitutional reasons (e.g. - they were themselves anti-Semitic). In this instance, Pennsylvania authorities were more than willing to prosecute and seek the most severe available penalties. That said, current precedent does allow these kinds federal prosecutions.
This was the biggest anti-Semitic massacre in US history. In a way, this actually speaks well for us. It would be nowhere the biggest in the history of most European states and many Arab countries, even aside from the Holocaust. The US is far from free of anti-Semitism, either historically or today. But we have had less of it than most other major nations.
This is the first federal death penalty conviction under the Biden Administration (though the prosecution actually began earlier, and the decision to seek the death penalty was made by Trump AG William Barr, who later became more famous for rejecting Trump's lies about the 2020 election).