No, I do not think that Mr. and Mrs. Adams want Tessie to die. I am sure that they are relieved that Tessie was chosen instead of one of them, but that doesn't mean that Mr. and Mrs. Adams are wanting anybody to die.
Other than Tessie, Mr. and Mrs. Adams are the only two people that voice some kind of anti lottery sentiment.
"They do say," Mr. Adams said to Old Man Warner, who stood next to him, "that over in the north village they're talking of giving up the lottery."
"Some places have already quit lotteries." Mrs. Adams said.
Both Mr. and Mrs. Adams speak their lines to Old Man Warner in a very casual tone, but I still get the feeling that they are dropping hints to Old Man Warner that they think the lottery should stop. If Mr and Mrs. Adams were 100% pro lottery death event, then they likely would not have mentioned the other villages at all. If not that, then Mr. and Mrs. Adams would have likely given some kind of verbal agreement with Old Man Warner. They do not give any kind of agreement though. Their lack of verbal agreement seems to suggest a quiet and peaceful protest against the lottery. If that is the case, then Mr. and Mrs. Adams most definitely do not want Tessie to die.