I think you're exaggerating. Of course they have to follow the code, Sidious was simply an extreme case, and he needed to die then, and there. I think we can all agree that If Windu had succeeded in killing him It would have been pretty Dark Side of him, and I doubt he'd recover from such an experience right away.
It wouldn't just be fair to say, It's the truth.
The difference Is their reasons for doing what they do. The Jedi want to destroy the Sith because the Sith desire power above all else. They want to enslave the Galaxy, they want death and destruction. The Jedi want peace, and balance.
From my understanding Jedi can leave the order freely. They choose not to because they know how important their work Is.
Anakin Skywalker is the prime example of why Jedi aren't allowed to have relationships. It clouds their judgement, It makes them selfish. It's dangerous.
On the Sith Lord topic, just once more. Leading up to it, Anakin found out he was really the Sith Lord. He turned his light saber on him, he could have killed him but instead he turned him over to the other Jedi. Now you can argue he didn't kill him because he said he could save the love of his life. He still turned him in.
No one could have imagined the troopers were going to turn on the Jedi or everything that had passed. Before he tried to kill the Sith Lord. Anakin was saying "No, It's not the Jedi way" right before he defended him at the last moment.
I just feel the only reason he did what he did, in his mind he believed the Jedi had turned against him and even at the end of Revenge of the Sith he said something to effect "I believe Jedi are evil" and he replied "Then you are lost" you have to admit, it was pretty dark side to kill a man while he was down regardless of how evil he was.
Doing that is path to Dark Side...isn't it?