Personally, I rather die from the grenade then save the POW's.
What? You'd rather just die needlessly, as opposed to doing it saving the lives of human beings who have surrendered, and are no longer trying to kill you?! Why don't you just shoot them yourself, get it over with.

As to why I consider it more heroic, it shows a concern for the whole of humanity, and a recognition of the fact that for the most part these are people just like you, who simply happen to be on the other side.