The cabin pressure was rapidly decreasing. Although there were just a few small holes, the temperature was also dropping quickly, and within a few minutes, the cabin was noticeably cold.
Three people died in such a short time, and one of them was to protect Gao Yi.
Since there's a spy from Ben on the plane, having one more isn't unusual. He intercepted the hand grenade and then hugged it to his chest to die. The reason is simple yet complicated.
Throwing the grenade away isn't impossible, but if it explodes and damages the plane, that's another story. But that's just one reason, and not the most important one.
More importantly, once exposed, would the CIA catch him for interrogation? His handlers, his purpose, how he got his orders, and why he protected Gao Yi, all those would be investigated thoroughly once exposed.
The simplest and most convenient choice is death. The most secure and safest choice is death.