Am I sinful for not killing a mouse stuck in wax and for being kind to it? And is there a contradiction in that to the saying of the Messenger of Allah, may Allah's prayers and peace be upon him?

The Sunnah (definition) came with the command to kill mice, as the Prophet, peace and blessings be upon him, said: "Five noxious creatures are to be killed in the lawful territory and in the sacred precinct..." The jurists have mentioned that killing them is recommended based on this hadith (definition). Thus, you have gone against the Sunnah and missed out on its reward by what you did, but there is no sin upon you, because you merely left a recommended act.