You can always pick any option you want. It's the GM's job to make them make sense together, by arranging the circumstances believably around them. (Although, as part of the GM's job, they might throw that question back to you using a GM move to make explaining it your job. Either way, it will get explained.)
But, essentially, what choosing “You don’t get into melee with them” from Backstab means is that you escape, at least for the moment. Even if you just stabbed them, choosing to not get into a melee means you stabbed them and then got away. You might now be in a chase, or you might be in an awkward spot, or you might be praying you make a good Defy Danger to blend in with the crowd Assassin's Creed–style, but at least you're not facing live steel right now. You've got some distance and control over the situation. You gave them the slip! You don't stab them and then just stroll off with a “how d'you do” to them as they do nothing; something is there that you leverage to get away from immediate reprisals.
Its meaning might be more easily grasped if you consider what happens if you don't choose it: you are now in melee, and they are going to (try to) hurt you. Being a thief, melee is not where you want to be, and escaping melee is going to be dangerous and possibly painful.
Even if you get a 7–9, it can still make sense to choose to not get stuck in a melee. You snuck up, hoping to do some serious hurt to that fully-plated knight on guard on the wall? Great! Oh, but you roll a partial success, and you can only choose one. Now that you're here, and you will get caught in melee if you don't choose it… maybe what you want to do is just leave, and try something else, right? When the alternative is stabbing them but then being stuck inside the keep, in a fight, just leaving might turn out to be your preference, and you have the option. That's what choosing only “You don’t get into melee with them” can mean: you escape without getting caught. Oh, you might still get noticed, but at least you got away, right?
But isn't it always better to just outright murder them without a move, since you can do that, when an opponent is defenseless?
Not always — a humanoid opponent, maybe, but you don't always face humanoids who are squishy enough for that fiction to make sense (and an auto-kill only happens when the fiction makes sense), even when they're defenseless. You're not going to murder a sleeping dragon! But as a thief, you are assured of a chance to hit that sleeping dragon once, hard, while it's defenseless, and Backstab will trigger in those circumstances.
And their death isn't always the objective anyway — you might be sneaking into the enemy camp to intimidate the General into marching his army away cleanly, instead of killing him and having the army disband into a bunch of brigands that will ravage your homeland. Backstab gives you a solid mechanical assurance of being able to pull off such a non-lethal attack, much better than a bare Defy Danger would in the same situation.