There are many reasons both spiritually and carnally why a person would and should not desire to be killed, which is not contrary to the faith of a Christians.
Part of the purpose in this life is to learn what one is suppose to do with their life, consistent with the gifts and calling that is placed on your life by God to the believer. Once this service or purpose for your life is discovered, the application of this service to the life’s your life encounters is the fulfillment of your calling. In a spiritual a sense this refers to the gifts and calling of the Lord. (1 Corinthians 12:4–11 and Romans 12:5–8) which speak to the gifts of the Holy Spirit and the offices those gifts operate in as a practical matter.
Bear with this part of the explanation as I know it will sound like rubbish to you, but in context of the faith, they are cornerstones. The Holy Spirit’s role may be best appreciated by non believers as a conscience or guiding thoughts heard in your head in your own voice. The art is to learn the difference between your own thoughts and those from the Holy Spirit or that of demonic influences. It has nothing to do with upbringing, it is placed in all men at the beginning of life, a child is never taught to lie or take things, they must be taught not too, neither are they taught to hide things they know they are not suppose to have. It is the voice in your head that attempts to draw you in a particular direction. As an example thoughts that say “You should not have said or done that etc”… little deliberate acts of the conscience attempting to direct you in healthy ways. The more you listen to honorable thoughts the more of those promptings you will hear. The more you ignore them, the less of those type of prompts you will get, these thoughts also warn you about people or actions you are about to do that could be harmful to you etc. To a Christian, this direction is part of the evidence of a connection you can tangibly experience in your faith that is beyond your own common sense.
The struggle in this life is the submission to the right voice or influence. The reward is in the progression of ones life through small successes along the way can only be attributed to the favor or promise of the Lord.
If one says, drink this water and you will not be thirsty and you drink the water and your not thirsty, that would offer some credibility to the claim. Christians do this along the lines of their faith and watch their quality of life improve. There is fulfillment from helping others, personal growth, the satisfaction through greater understanding of how ones direction spiritually effects your physical circumstances etc. You don’t have to be a believer to enjoy spiritual laws that are in place, which is to say gravity exist whether you believe in it or not. You are subject to its realities regardless of your understanding.
The biblical principle surrounding this
Matthew 5:44-46
44 But I say unto you, Love your enemies, bless them that curse you, do good to them that hate you, and pray for them which despitefully use you, and persecute you;
45 That ye may be the children of your Father which is in heaven: for he maketh his sun to rise on the evil and on the good, and sendeth rain on the just and on the unjust.
46 For if ye love them which love you, what reward have ye? do not even the publicans the same?
Death is not something to be feared in and of itself, but to be a Christian it is to be certain of a future on the other side of death based on ones faith. This faith is substantiated throughout life by learning to see God in your circumstances incrementally.
I submit this, understanding that there will be a disconnect because of the absence of belief on the part of atheism. It is to say I am attempting to explain a spiritual principle to those who are not spiritual, for lack of better words.
1 Corinthians 2:12-14
12 Now we have received, not the spirit of the world, but the spirit which is of God; that we might know the things that are freely given to us of God.
13 Which things also we speak, not in the words which man's wisdom teacheth, but which the Holy Ghost teacheth; comparing spiritual things with spiritual.
14 But the natural man receiveth not the things of the Spirit of God: for they are foolishness unto him: neither can he know them, because they are spiritually discerned.
In addition to all this, people are created with a sense of self preservation, like any living thing. There is no glory in being killed despite what one believes. The issue for a Christian is that we don't believe that death simply turns out the light, for the atheist death is a more somber reality because for you, its over when its over.