Yeah ... but there's undead and then there's just DEAD.
I think a quote from Buffy the Vampire Slayer is appropriate for this situation.
Zombie: I'm not afraid to die. I'm already dead.
Xander: Yeah, but this is different. Being blowed up isn't walking-around-and-drinking-with-your-buddies dead. It's little-pieces-being-swept-up-by-a-janitor dead, and I don't think you're ready for that.