Or quite possibly they believe it will not really happen, at least not yet.
You know those hostages have to be at the most elevated levels of desperation imaginable.
In their mindset, it's quite possible (even probable) that they're believing with all their might, that if they just do what their captors tell them to, that somehow they'll be spared, and survive the ordeal.
Sadly, they're typical of the sort of people who get themselves into that predicament to begin with. They're miseducated, misinformed, and hopelessly naive about militant Islamic terrorists.
What a way to end a life that probably began with so much promise. Right until the last second of life, they think that none of this is really happening.