"Death with honor" is pretty worthless if you're just going to be gunned down like a dog anyway.

There is nothing dignified about what happened in the Warsaw Ghetto, or Sobibor, or anywhere else. Those were acts of desperation. Those people were already starving, they had already been stripped of their rights, and were already ignored as human beings.

Besides, why give the Nazis more fodder?
http://en.wikipedia.org/wiki/Herschel_Grynszpan