Depends on the jurisdiction, but at least where I live, yes, preventing escape from imprisonment is explicitly listed as a legally permitted reason for officials (both prison guards and police) to shoot someone.
In general (but not always, not in e.g. armed escape) there is a requirement of warning, giving a chance to surrender without violence, but if they refuse to surrender, the society has decided that it is acceptable to shoot to kill. It's not murder (murder being unlawful killing), it's enforcement of the designated proper punishment (staying imprisoned for a certain time) by the threat of death. The death penalty isn't appropriate for most (or even any) crimes, other penalties are, and they are free to take (and expected to take) those other penalties and avoid the risk of death - however, if they intentionally refuse the appropriate punishment (prison sentence) and try to escape, that is their own choice of putting their life on the line.
In general (but not always, not in e.g. armed escape) there is a requirement of warning, giving a chance to surrender without violence, but if they refuse to surrender, the society has decided that it is acceptable to shoot to kill. It's not murder (murder being unlawful killing), it's enforcement of the designated proper punishment (staying imprisoned for a certain time) by the threat of death. The death penalty isn't appropriate for most (or even any) crimes, other penalties are, and they are free to take (and expected to take) those other penalties and avoid the risk of death - however, if they intentionally refuse the appropriate punishment (prison sentence) and try to escape, that is their own choice of putting their life on the line.