Corrected entry: When Will and Jack try to escape the execution, the guards surround them and hold them at gunpoint. However, they stand around them in a circle, so if they shot them, they would've all shot each other. Even if they had extremely good aim, they're standing very close to them, so the bullets would've passed through them.
Correction: At that range and with the pair completely surrounded, they wouldn't have needed to shoot them. They could easily be recaptured or stabbed with bayonets. Notice that the soldiers are holding their guns in a stabbing stance, not a shooting stance.
Greg Dwyer