It's a degree of horror thing. All death is not equal.
If you wanted to kill me for instance in a battle or such - please give me a bullet in the head. If I have to go that way sounds better than burning alive, being stabbed, burnt with acid, bleeding to death, being eaten by rats, having my stomach slit open, the insides pouring out being eaten by rats as I slowly die watching the scene unfold before me....
You get the picture?
It is the degree of cruelty. It ain't good but some is less horrific.