More to the point, if the police or whoever shoot someone in self defence, that someone is "killed". If I, or the police shoot someone for fun, it's "murder". In both cases the victim is "killed"
True, self defense isn't called murder. But if the government drone strikes an American citizen without a trial or anything, that's "extrajudicial killing", not murder.
Murder is a universal concept. There are also varying criminal laws that are called murder, but just because these exist, one must not be thrown off track: the moral, pre-legal concept of an act known as murder remains unaffected.
'Extrajudicial killing' is just an apologetic euphemism. An indirect term, since murder is usually considered to be a bad thing.