Why the beep was her own body guard pointing a gun at her??
Seriously??
Are you not entertained?!
The same reason US government doesn't negotiate with terrorists, to render the threat null.
"You can kill us if you want, but you will not be taking her and make any money here, and we will be sure take atleast one of you with us."
This is also the reason why you shouldn't pay ransom for kidnapped persons. Or else kidnapping would just turn out to be a promising business for criminals, like it is in South America. Of course if you're the one involved you would not be thinking like this, but the reasoning stands.