I'm sure there are several considerations that came up during the jury's debate… not the least of which is that, although Tsarnev's death will be considered among many Jihadists as martyrdom the opposite is that the intervening years in prison (had he not received the death sentence) would inspire many of the same terrorists as an opportunity to hatch plans for attack.
Nothing has been in the news (I'm in the U.S., BTW) about where he would have been incarcerated, but the trial wasn't a Federal charge, but a State of Massachusetts murder charge, meaning that he would have likely been jailed locally, greatly increasing the opportunities for attack.
Numerous studies have shown that it's actually much more expensive to execute a convict than to put him/her to death. The appeals will be endless and the State is paying his defense and the extra guarding alone will be enormous costs. In addition he would have to be maintained in a solitary confinement wing of any prison, due to his notoriety.
The death penalty is clearly explained at the time of the deliberation for the penalty phase of the trial. Having sat as a jury member in a capital case, the basics of death penalties is not retribution, but justice… and there's a huge difference. I realize our European friends won't agree, but in some more heinous cases, justice is more clearly served by imposing the death penalty.
BTW, family members were allowed to present their opinions and it seems most were in favor of the death penalty, primarily due to the death of a child during the bombing… except that the parents of the child were against the death penalty a seen here: "... Now Bill and Denise Richards, parents of 8-year-old Martin Richards, the youngest victim killed in the Boston Marathon bombing, have added their voices and called on federal prosecutors to drop the death penalty in exchange for termination of all appeals in the case…"