Ren is under the impression that Palpatine always wanted her dead. He can only say what he knows/believes. It may in fact be the case Palpatine has alternate plans or lies about his intentions.
EDIT: It’s not revealed to anyone that Palpatine wanted her alive until cone-face spills the beans. At first I was going to do an edit where Paplatine’s complete intentions were clear from the beginning. But the story plays better if Ren believes he needs to kill Rey to satisfy Palpatine.