Is Martyrdom an attraction?

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Recently, Ajamal Kasab the only survivor terrorist caught in the act of 26/11 Mumbai attacks has demanded now that he has confessed to his crime and the Pak Govt has owned it up owing to US pressure, it is time that he be hanged.This is the same plea as Afzal Guru who is still languishing in jail for his attcak on the Indian Parliament.What do you think is motivating them to ask for the Death Penalty? Is it because to be declared a martyr and celebrated here and hereafter[the Promised Heaven]was their sole purpose and that is hanging in limbo? Is it because they are simply kept in suspense and perhaps mentally tortued for extraction of information about the further planned/conceived black deeds of their organizations/outfits? Is it because of the inherent death wish in humans that is motivating them to seek an early death? I am interested in the psychological build-up, so fellow mylooters please exercise your grey cells to come up with what could be the driving force.