There are alot of things that bother me about this show, but not finishing off Reva isn't one of them.
I feel like it's normal in the Sith power structure for the master to establish dominance over the apprentice, usually through violent means. The master's hubris convinces him that he will always be more powerful than the apprentice, and that the cycle of anger/hate/suffering of the apprentice only enhances the apprentice's dark side powers. Eventually, the apprentice surpasses the master and the cycle repeats, and thus the Sith line continues.
Canonically, the Inquisitors seem to have a power level far below any established Jedi or Sith, so it is easy to imagine Vader looks at it like this: Reva was always going to betray me (normal Sith behavior), and I will use her as a means to my own end (Kenobi) until she does. When she does turn on me, I will put her in her place - if she dies, she dies. If she lives, she will be even more useful to me, but still not a threat to me.
Anakin/Vader's overconfidence is on display throughout this episode, making this all the more believable.
Potential spoiler for Rebels, for those that care - to the same end, remember that the Grand Inquisitor would rather kill himself than risk Vader's wrath. He knows failure results in something worse than death.