Mr. Sunshine's last episodes were excellent, but there's something I can't quite understand about the ending, and that's Yu Jin Choi's last action. [Huge spoilers ahead.]

Put simply, why did he have to stay in the separated wagon? 

I assume that jumping from the last wagon would've been much harder than it looked in slow motion, so that's out, but to me it looks like he had all he needed to get the soldiers off the train and still live.

Since they were walking in front of him, Yu Jin could've waited until they had all stepped into the wagon while he stayed back, and then shoot the mechanism. Keeping the hostage even allowed him to protect himself when the soldiers realised what he had done, because they wouldn't be able to shoot at him. 

Sacrifices that could've been prevented by an available solution really irk me.

I can't think of any reason why the character would want to do it the way he chose if he could prevent it, so I guess the drama's creator didn't want any of the three male leads to survive?