Let's see the context:
Numbers 25:1 While Israel was staying in Shittim, the men began to indulge in sexual immorality with Moabite women, 2who invited them to the sacrifices to their gods. The people ate the sacrificial meal and bowed down before these gods. 3So Israel yoked themselves to the Baal of Peor.
It was sin upon sin and the worse of sin: rejecting the Lord and bowing before the idols.
And the Lord’s anger burned against them. 4 The Lord said to Moses, “Take all the leaders of these people, kill them and expose them in broad daylight before the Lord, so that the Lord’s fierce anger may turn away from Israel.” 5So Moses said to Israel’s judges, “Each of you must put to death those of your people who have yoked themselves to the Baal of Peor.”
God wanted them dead angrily.
6Then an Israelite man brought into the camp a Midianite woman right before the eyes of Moses and the whole assembly of Israel while they were weeping at the entrance to the tent of meeting.
The ones who didn't commit this sin assembled and wept
at the entrance to the tent of meeting.
Zimri brought the Moabite woman Kozbi into the Hebrew camp, displaying the woman before the eyes of Moses.
7 When Phinehas son of Eleazar, the son of Aaron, the priest, saw this, he left the assembly, took a spear in his hand
Phinehas represented God and shared the angry feeling of God toward those two sinners.
8 and followed the Israelite into the tent. He drove the spear into both of them, right through the Israelite man and into the woman’s stomach.
He followed Zimri into his tent. Inspired by the order of God in verse 5, with one stroke, he drove the spear into both of them. The description here is graphically intimate. For a done well done,
the plague against the Israelites was stopped;
Considering how angry God was, I believe the killing of both of them was swift in one thrust. It is also a symbol of the grievous sin of sex and idol.