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.