@Horizon:
Goku literally begged Gohan to finish of cell when he had the chance. He had already learned this lesson since he was the one preaching it!
And then in Buu saga everyone held back consistently. Everyone went easy at the tournament, and on Babidi's minions (including letting Gohan go against Dabura which was an even match instead of letting Goku or Vegeta overpower him) Goku didn't use Super 3 on Maijin Vegeta, Vegeta sacrificed himself instead of making sure the job was done, Goku had the chance to finish Buu off when he was Super 3 and decided to leave it for the next generation, Gotenks got too cocky and let the fusion run out, Vegeta refuse to fuse initially, and even when Gohan fully outpowered Buu with intent to destroy him, he still didn't do it fast enough., and Vegetto allowed himself to lose to try and get the others back, and so on and so forth.
Finishing off Cell before he went nuclear is pretty much the only time in the series anyone was told to hurry it up, because it was clear Cell would take the planet with him in his desperate state, and as a robot, could never grow or change. (And heck, Gohan had to be pushed to that state in the first place.)
Besides, given their track record of converting villains (Yamcha, Tien, Piccolo, Vegeta, 18, and fat Buu, (and on technicality Uub) there's something to be said about not immediately destroying your enemies.