Personally I also don't think the prior Avatars were all that helpful, but they weren't all saying murder was okay. Aang's there asking for help with Avatar skills because he'd had so minimal training, maybe there's something in the toolbox he doesn't know how to use yet, but they're all trying to make him comfortable with using the hammer he already has and knows how to use. What they were saying was what they thought he needed to hear, based on what they regretted most from how they'd acted as Avatars, and what they thought was most needed here.
Roku regretted not killing Sozin specifically because it gave him the opportunity to come back and kill him, then the Air Nomads. His lack of decisive action led to a lot of tragedy, and so his advice was to make sure whatever he did, make sure it was permanent, or Ozai would come back.
Kyoshi regretted not moving sooner on the threat of Shin the Conqueror and waiting until he was at the very edge of Kyoshi Peninsula before actually doing anything. She allowed a lot of destruction on the continent because she didn't move fast enough. Her advice is to move swiftly instead of allowing Ozai more time to act.
Kuruk basically did nothing as Avatar by his own admission and basically just said that Aang had to do something, and not to back off of his responsibilities because it was hard.
Yangchen is complicated because, well, she isn't talking about one of her own regrets. She's the one trying to give the 'Violence is sometimes necessary' talk to Aang, because she's the best person to tell him his duties as Avatar have to outweigh his duties as an Airbender. Arguably she is the one telling him to murder Ozai, but personally I read that as more 'you need to do what's right for the world, and I am giving you permission to break our cultural rules to do that. Because I am the only person you can ask for absolution.'
They were all trying to offer him spiritual guidance and support, but Aang wasn't looking for emotional support here, he was looking for solutions. Because he had already decided he wouldn't kill Ozai. No advice or absolution was really going to change that he already knew he wouldn't do it.
