Don't forget something else... the Big Daddies were made from the BOYS from the orphanage. So you're killing the little boys to save the little girls. Part of what makes Bioshock so effective as a deconstruction of Objectivism is that you're seeing the ultimate outcome: the children of the poor being used as slaves to feed the power addiction of the upper class. The boys are used up just as horribly; it's just that you can't save them.
I am Pedobear, and I am here to ask you a question: Is a bear not entitled to rape young girls? No, says the man in Washington. It is against the law. No, says the man in the Vatican. But you can have sex with young boys. No, says the man in Moscow. In Soviet Russia, girl puts penis in YOU! I rejected those answers. Instead, I chose something different. I chose the impossible. I chose... Rapture. A city where the bear would not fear the FBI. Where the pedophile would not be bound by petty morality. Where I could have sex with underage girls, free of the constraints of the law. With the sweat of your brow, Rapture can become your city, as well.