Veidt certainly had no illusions about it being an easy kill.
True, but there's also a very interesting aspect about the fight, hinted in the book and expanded upon in the film. Veidt was actually looking forward
to the fight. He arrived at the apartment unarmed, when simply finishing him off with a silenced pistol would have been easier and raised less questions. A large part of the cofrontation was about revenge: revenge for their first encounter, for uncovering veidt's plan, and probably for alot of what veidt knew blake had done during his career.
The movie makes this even clearer by arming the comedian: his gun is taken off him almost instantly, and there is a moment in that fight where he's been thrown against the wall and veidt is standing there with the gun in his hand. The pause before he decides to throw it away shows how he actually wanted to physically punish blake before he ended him.
Good point. I think it was also a matter of pride as well of convience for Veidt. The Comedian had, it the past, defeated him in equal terms. He could only take pride in taking him down if he also did it on equal terms, maybe even to humiliate him in the process as he must have felt humiliated (being such a proud bugger).
Veidt must have been disappointed to come across a Comedian who really didn't give a shit if he lived or died anymore (though the film shows Blake putting up more than a fight suggesting he does want to survive despite his resignation at the start. Not sure this accurate but it served to make for a more interesting fight scene).
I agree with you he wants to use his hands to take his down. A gun just isn't intimate enough. He wants Blake to know it's personal. And, yeah, I think he enjoys it more that way.
Plus shooting the Comedian in the back is cowardly and he knows it. Veidt would need to come out of this fight feeling he had won a moral victory.
Plus maybe some respect? One masked hero to another? You don't knock 'em off in their sleep. One mask wants to take down another, you look 'em in the eye.