Imagine you are standing in front of your electric stove.
The right front burner is turned all the way up, and is glowing a cheerful orange color.
Now put your hand on the burner.
I should also mention that an unsympathetic person is pointing a Glock 21 at your aorta, and if you can't keep your hand on the burner for 30 seconds, he's going to pull the trigger.
1...2...3...
Oops, you 'chose' to take your hand off the burner.
Bang.
Here's a little thought experiment that may help you grasp what is obvious to everyone else....
The situation you describe is so contrived that I really don't see it as being a good analogy. The pain of burning has failed to stop parents from rushing into a burning building to save their child at times, and if a person can choose to rush into a burning building, then it's possible a person can choose to rush through a burning building to try and find a way out. Not everyone who could have jumped did.
The pictures I saw of those falling didn't seem to indicate that they had even been burned at all. Now that could just be because of distance the picture was taken from, but I would not be surprised if some who jumped did so simply because of the fear of a painfull death, and not because they were actually in any pain at that instant.