Mikey had it coming
Axel's friend Mikey who got killed....
He's a jailbird and career criminal, stealing whatever he can get away with.
His friend Jenny is kind enough to get him a job and how does he repay her? He steals from the company, does a runner and puts her life in danger.
I'm sure it's very honourable of Axel to go rogue, shooting up the good folk of Beverly Hills, but it wasn't really necessary was it.