That's kinda the point of it. For a hardened drug kingpin who kills a lot of people, Walt begs for his life and pleads a lot. Pissing his pants many other times, he's as scared worse than someone like Jesse half the time. But it makes sense when you realize Walt is not a hardened drug kingpin. Walt constantly acts like someone who got his ideals from TV shows and movies.
Consider his "I AM the one who knocks!" line from season 4. Seems kinda over-the-top and corny, doesn't it? Practically up there with Tony Montana's "Say hello to my little friend!" Walt idolizes Scarface, and even watches it with Walt Jr. in "Hazard Pay," saying "Look how cool this is!" Walt intentionally mimics the bravado from a movie character, regardless of how said bravado doesn't work in reality. Walt sees his life like a movie, he sees himself like the big boss, despite reality crashing in around him. That leads to him acting like I said in the previous paragraph. Walt never "gets it" and that's why everything constantly is falling apart for him. Hell, Jesse may have had his emotional flaws, but he understood what their role was in the big picture. It was Jesse who warned against doing business with Tuco (that in time put Walt on the Cousins' hitlist, and eventually caused Hank to get shot), Jesse who was against expanding into new territory (which got Combo killed), Jesse who was against meeting in the middle of nowhere, Jesse who was against continuing the operation after being offered a buyout, etc.
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