Because the choice there is not between dying and escaping, or between dying or being a "hero." The choice is between a quick and hopefully painless death from a bullet to the brain, versus a long and painful death from being shot while running and possibly tortured afterwards for trying to run. The odds of those people escaping death, no matter what they do, is basically zero. The odds of experiencing a painful death from trying to escape are fairly high. It's horrible that anyone would have to make that choice, but in their place I'd probably weigh the odds and do the same. Make no mistake, real life is not Hollywood, and while I can't say for sure (having never been in that situation) I am fairly confident that no one but the people in that situation can understand the mindset or what it feels like.
Human behavior in extreme situations isn't about choices, you don't get choices, you get primal reactions. The biggest misconception spread by TV and movies is the idea that when your life is in danger you'll be able to control your actions logically and rationally. In reality your decision making ability degrades significantly and you revert to a very primal survival state. If you're interested more in the realities of the human mind and body under that kind of intense pressure I would suggest reading "On Combat: The Psychology and Physiology of Deadly Conflict in War and Peace" by Dave Grossman and Loren Chrstensen. It's a very eye opening book.