That analogy seems very flawed.
First, soldiers in a war can hope to win. Usually their leaders tell them that they will win, too. People arguing "I hate God so much I'd rather go to Hell than Heaven with God" seem to have dropped this from the start.
Second, soldiers in a war are usually fighting on behalf of someone or something else, like 'my country' or 'my people' that is expected to reap benefits from their death. ("Unless some of us are willing to die, we will all die.") But going to Hell to protest doesn't seem to have any such effect.
Third, soldiers die and that's it, either way. Going to Hell doesn't end.
Fourth, the weighing of Hell against anything else should surely have Hell being worse, while death may be preferable to life under certain conditions (gulags and whatnot).