The child in question can fight back, so Wanda has to be on her guard.
Wanda, a terrorist, has convinced a child to place a bomb or wear a vest made of explosives and be in a public place. Then...
A) Either Wanda detonates the explosives while the child is nearby them, or a sniper sees what Wanda's up to and is forced to Boom, Headshot the child (as the Sadistic Choice would have been let the child's explosives kill countless others).
B) It might also be that there is only time to just act and not think; in which first instinct is "take the shot and deal with the consequences later." In a war-based or anti-terrorist piece of work this wouldn't be that far from the truth.
Played For Laughs: Wanda's daughter comes home from school in a bad mood because her classmates bullied her. The next day, she's the only one left in class, and clearly annoyed.
Played For Drama: Wanda, a sniper, notices that a child has explosives on him, as well as a detonator. She sees he's about to detonate them and take out a lot of folks with him. She prevents the explosives from going off, either by shooting the detonator and wounding the child, or shooting the child's head and killing him. She's shaken in that it's one of those things she never thought she would need to do, and it haunts at her in there was no time to think of a better way. Even "wartime realities" don't ease the grief.
What, you thought I made exceptions for children? Go to Would Hurt a Child and see if I do.