Suppose a convicted serial killer is sentenced to natural life in prison without parole. While in prison the killer manages to fabricate a knife and kills a prison guard. There is no additional incarceration that the justice system can add to the killer's sentence. If the death penalty is used in this case, I would consider it justice, not revenge.
To be honest, that's more an argument against sentences without parole than a justification for capital punishment.
By all means, keep some people locked up for the rest of their natural lives, but it should be subject to review after a certain amount of time in the vast majority of cases. It's ok if the result is that parole shouldn't be granted for whatever reason, but taking away all hope takes away any incentive to rehabilitate.
And then if the guy given no chance at parole because he killed a prison guard dills again inside? Muon's question is too legitimate to be ducked.