Generally, your chances of being killed are worse if you fight the bad guy than if you surrender when the bad guy offers it.
A bad guy who has every intention of killing you doesn't tend to think of offering surrender.
And if he does have a plan to kill you after, that's probably slightly down the road after he's gotten information or ransom for you. Time passing is the PC's chance to escape.
I think Prosfilaes' wiser comment is that none of this "should have done X" is obvious during the heat of the moment. The GM didn't have time to consider how it looks to the players when the BBEG pops out from invisibility. The players didn't have time to consider that with low HP, surrendering or running buys them time to heal and they didn't have a chance to beat the bad guy when they were at low HP.
As for the mindset of how to make the players not be upset or sore losers, I say hogwash. It is perfectly natural to be upset at defeat or a loss.
Granted, I don't want to endure a screaming tantrum, but we should surely expect an unhappy initial response. If I had a player who wasn't upset that his PC just died, then that player likely didn't care about his PC or my game.
Let them cool off, which it sounds like has happened some. They'll replay it in their head and see things they could have done better.
