There's an old expression: "Ce qui commence en mystique finit en politique," loosely translated as "What is first preached by mystics ends up as politics."
We moderns are radically incapable of understanding society prior to the French Revolution, which isn't said to excuse everything done by that society but which helps put it in context. Our problem is that we can't grasp the fact that in the pre-revolutionary world there was no such thing as a secular state. A secular state means that government and religion are separate; the government does not base its authority or lawmaking on the precepts of a religion, even if that religion is held by the majority of its citizens. This means that if somebody comes along and starts preaching a new religion and makes converts, there is no reason for the government to impede him as he is not threatening the social order in any way.
It was a very different thing in the past. Then, it was considered obvious that the government upheld the religion of its citizens since the citizens took for granted their rulers would protect and defend their most cherished beliefs, beliefs which were the foundation of the social order. A government could not be neutral in religious disputes as its authority and legitimacy were precisely founded on religion. So when somebody came along and began to preach a new religion everybody knew what would happen next. Once the preacher had gained enough converts he would raise an army and attempt to compel the authorities in his region to support his religion. Luther attempted it, Calvin succeeded. The result was religious civil war. It happened in Germany where about half the population died in consequence.
It is for this reason that the Inquisition existed in Spain and Italy and something similar in France and England: you were always free to believe whatever you liked in private, but you could not propagate your beliefs in the public forum. The best modern equivalent are perhaps Marxist guerillas. They have a set of social and political beliefs but their whole aim is to compel a government to adopt those beliefs, which means civil war with its pandora's box of horrors. Governments at that time executed heterodox preachers in the most horrific way possible as the most effective means they could devise to stop religious political dissent in its tracks before it got out of hand and turned into a civil war.
Sure, we are repelled by the thought of burning people alive, but are we nobler beings? The Inquisition in Mediaeval and post-mediaeval Europe executed surprisingly few people: the Spanish Inquisition in its 350-year existence put to death about 4000 people, say 12 per year. Let's look for comparison at the bombing of Dresden, January 1945. Dresden wasn't a military target; it had no factories or anything else that much helped the German war effort. Nonetheless British and American bombers dropped incendaries on it for a day and a night. The resultant firestorm burned 25 000 civilians alive, people who had committed no crime, were not soldiers, but were nevertheless targets of the Allies. If someone like Thomas More had known of it what would he have thought of us? What about Hiroshima or Nagasaki?
The ideal of course is to live in a world where people get along in perfect harmony and don't drive governments to act in such extreme ways. Good luck with that...