Why does David decide not to run?

David decided not to run in order to cheat the guards of the thrill of killing him running. To walk away filled him with a sense of triumph... a sense that he will have at least cheated them.

Then he stopped. He would run no more. When the beam of light caught him, they should see him walking away quite calmly. Then they would not enjoy it so much, they would feel cheated. The thought filled David with triumph.