The actual story, what hasn't been told.
It took me some time to figure it out. However I am quite certain now. I thought for sure I must have posted it here. And now it is a disservice that I post it long after the moment of clarity that gave me this understanding.
At the end of the film they beg of the world an understanding at what point their decisions had damned them to death. At first glance it seems they were always vitcims of circumstance. I mean, that was the film wasn't it? Being magically tossed from scene to scene, no memory of the past or of who they were. But there was a point, much closer than they could have imagined, that damned them to death. It was when they read the order to have Hamlet killed. While they did not get a chance to actuallly get to know Hamlet as the world thought they would have known him, they did know him enough that he was a good person seeking the truth of matters. And yet when reading the order from the king to have Hamlet dispatched they ignored it, or to be more precise they refused to act on it, resolving to be pawns in this story. This I think is most poignant for they had been up until that point pawns but not by their own volition. They had been cast into the role of pawns mystically. It was only when they understood the letter to the King of England and the fate of Prince Hamlet that they chose to let him die. They voluntarily chose to continue to be pawns. So, to answer the poor bastard's question before he was executed by the British, why were they being punished and at what point had they the option to change course, it was precisely that moment they had given up, resolved to watch Hamlet die because they were no longer comfortable with the circumstances that hadn't given them a voice.
That makes it delightfully ironic. They were out of control until precisely when they gave up trying to regain control and then they chose to remain out of control rather than seizing the reigns and making a change. And it was this refusal to act when everything had aligned for them to act that ultimately cost them their lives.
Previously I had thought they had to die because that is what was written. But that is not how this film intended it. They died because they refused to stick their necks out to help Hamlet at the precise moment when he needed them. If they had supported him, perhaps he would have gone back to Denmark with them, not been alone in challenging the usurper and not died along with everyone else in the end.