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It's overblown, prissy, not cute and not elegant. It isn't even the same in meaning as Mercy, though it started out that way. Clemency pretty much exclusively now refers to "leniency" is the closest translation, and it's what the convict asks from the governor, whether he actually deserves it or not.
Even Clement doesn't have its original use anymore. It's rarely seen as an adjective, only its opposite, inclement, is used, referring to bad weather.

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Before you criticize a man, walk a mile in his shoes. That way, when you criticize him, you're a mile away and you have his shoes!
Steve Martin