A group of men suffers a curse that makes them immortal (or undead, perhaps) but changes them into bloodthirsty animals basically, no longer rational human beings. For this reason they are imprisoned in a tower and forgotten about.
However, one man for some reason does not lose his mind like the rest. He fends off the monsters until they leave him alone, but forever after he has to sit in this cold, dark tower, constantly suffering hunger and thirst but unable to die, until many decades later he is finally called to go on his quest, etc.
What reasons would this man have for not leaping off the balcony to kill himself, or falling on the spear he has with him? He is pretty sure no one is ever going to open the tower again, and it might be 1000 years of more misery.
I think either he could be scared of an eternal "hell" after he dies, but that seems little different than the hell he's currently in, so he might want to gamble. Or he could be scared that his body will be totally disfigured, but since he's immortal, he'll still be alive with just have even more misery to deal with.
I think Sanderson's Elantris has something similar, that once the immortals suffer wounds they just feel that extra pain for eternity. Is that the most logical choice here? Or is there another available option?