The characters are in a situation that can only be resolved with a Heroic Sacrifice. So they send someone who can't die (or is already dead) to "sacrifice" themselves.
For example, Superman "sacrificing" himself by throwing himself over a grenade. Superman is, well, Superman. He is not affected by a mere grenade, It would need to be made of Kryptonite or magic to hurt him. Whether Superman knows [...] [tvtropes.org]