In 1984, why was it important for the party and O'Brien to destroy Winston's free will and not just kill him straight away?
The latter part of the book goes through the gory details of what was done to break Winston's free will. In the end he was allowed to live, in some ways in somewhat better material conditions than before.
The Party and O'Brien do not want to kill Winston straight away because in doing so, they would create a martyr. The theory is, that if Winston is murdered because of his refusal to submit to the Party, he would become a folk hero of sorts, someone whom the proles would look up to and want to emulate. The Party wants to make absolutely sure that Winston's death does not provide fodder which will incite the proles to revolt. In order to do this, they cannot allow him to die a noble death, a death brought about by his courage in standing up against the ruling powers. The Party must instead reduce Winston to a state of insignificance. It is not enough that Winston comply with the Party's wishes because he has succumbed to torture; Winson must whole-heartedly accept the dominion of the Party, of his own free will. By contorting the truth to the extent that Winston's will to resist is completely eradicated, the Party reduces him to insignificance, and it no longer matters if he lives or if he dies.