Sitterson (or Hadley) alluded to the reason, and Dana hit the reason on the head in the end. It's not sufficient that they just die. The death, while necessary, isn't what's important, especially since there are just so many ways for them to die at the hand/paws/knives/sonic screwdrivers of the various monsters. What's important is that they suffer (Sitterson says this about the virgin, but it seems logical that it applies to all of them), and that they experience punishment. Curt didn't get a clean death -- he watched his girlfriend decapitated and spent the remainder of his life fleeing from one danger to the next. He suffered and was "punished". By the time he died, his role in the ritual was complete except for the technicality of his death. It didn't matter how his death unfolded at that point. Had he died before they raised the Buckners -- say, trying to jump the chasm for fun before the group even reached the cabin -- then his death wouldn't have worked...because he didn't suffer beforehand. It's all about the journey. (In a way, the method of his death was probably better than the people running the scenario could have hoped for. It dangled out the prospect of escape followed by lots of cops, soldiers and big guns coming to the rescue, and then dashed it as Curt collided with a very real wall separating them from any chance at freedom. Dana (almost) correctly deduces that there's no hope for them. They're doomed, or so it seems. Curt's death by, say, a good stabbin' wouldn't have had quite the impact or caused the same suffering.)
Marty and Dana went through equal amounts of suffering, pain, and "punishment." Putting a bullet through Marty's head was basically just turning out the light after enough horror had been inflicted. (And think about how horribly Dana would have suffered, knowing that she saved the world but only by murdering her friend. That's real torture there.) It's not about dying per se. If it was, they'd just wait til the kids got inside the cabin and dropped a blockbuster bomb on it. This is, after all, an analogy for horror movies. Nobody watches a horror movie just to see the characters die. They watch to see the process leading up to it.
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