Honestly, that's generally the best reaction to someone taking a hostage. The best chance of getting them back alive is right then, and if they manage to escape with / kidnap that hostage, it's not only very unlikely that the hostage will be rescued alive, but it's more likely that what they'll go through is a fate worse than death even if the hostage survives.
Plus, the damage / harm the person who escapes could cause is probably a lot worse than the life of the hostage is worth, and it'll give them time to kill / kidnap even more people, thus increasing the number of hostages, along with deaths.