Well, the ethical concerns are many. For instance, it might inspire copycat crimes. People who are already on the edge might get ideas from the memoir. On the other hand, if it's a true account, it could potentially help in understanding how such criminals are made. But that doesn't outweigh the potential harm to society's moral fabric if not handled with extreme care.
One ethical consideration is the impact on the victims' families. Reading about the murderer's perspective might retraumatize them. Also, there's the question of whether it glorifies the murderer. If the memoir is presented in a way that makes the killer seem sympathetic or heroic, it's morally wrong. However, it can also serve as a study of the criminal mind if done properly.