iserith
Magic Wordsmith
Not fearing death is not equivalent to having nothing to live for. Otherwise hobgoblins wouldn't train and use tactics in order to win battles.
I made no such assertion.
At the very least, allowing your foes to capture you when you are unlikely to be able to escape or significantly injure them is tactically superior to throwing your life away. There are opportunities for sowing false information, gathering information and potentially escaping.
According to what the OP established, the only one giving chase at all was the fighter and the outcome was going to be left to the dice. While it's probably likely that the fighter wins that contest (unless it's a lower-Str Dex-fighter with no training in Athletics), I think a good one-on-one battle to the death with the fighter while his or her companions were far away would be more agreeable to a hobgoblin who doesn't fear death.
Finally if dying in battle is the prerequisite for a good afterlife, you can threaten to NOT kill him in battle. "If you don't surrender, then we will knock you unconscious and then leave you locked in a cage until you starve to death, denying you a good afterlife".
An empty threat at range since you can't knock anyone out with a ranged attack. So, again, failure without a roll in my view.