He put a $500K bounty on Murphy's head but he managed to not be in danger. He new early on that he couldn't kill DEA because that would mean extradition but once the gov. voted for it anyways why would he care?
The first episode clearly points out the reasoning.
When DEA agent Kiki Camarena was killed in Columbia, the US FEDS went on a rampage and brutally wiped out most of the Narcos.
It had nothing to do with extradition, they didn't want to deal with the backlash again.