You can threaten a condemned man.
"The next person who tries to run will be ruthlessly tortured until you beg for execution" is how I would do it. >:3
Yes, that would have worked nicely. What we have instead is a setup line for a Mel Brooks routine, or Monty Python. I can just see it, now:
CAPTAIN: (with a menacing, stereotypical snarl) Anybody else want to try running?
YOU: (raises hand) Sure, I'll try it, since you're going to kill me in two minutes, anyway. I mean, at least I'll get in a little exercise, and you know how they say sitting around all down will eventually kill you.
CAPTAIN: Are you trying to be funny?
YOU: No. I'm just trying to figure out how you plan to intimidate a person you're going to kill by threatening to kill them. I mean, if it were me, I'd come up with something more unpleasant than death, but what's more unpleasant than death? I ask you.
CAPTAIN: Well, uh...torture! Torture's more unpleasant than death.
YOU: Only if you have the resources to devote to it. Otherwise, it's just a shortcut to septimcemia.
CAPTAIN: (frowning) That in Valenwood?
SOLDIER: Yeah, Valenwood. My brother-in-law's from there.
ANOTHER SOLDIER: I thought your brother was from Hammerfell.
SOLDIER: No--well, his mother was from Hammerfell, but his father was a blacksmith in Valenwood. And their family name was Streptocosis. They were cousins to this guy, Harald Septicemia, otherwise called Harald The Infector, who was...
CAPTAIN: Are you two idiots going to keep up this routine all day? We have prisoners to threaten to kill!
YOU: What will you do when you finish threatening us, though?
CAPTAIN: (pause) Threaten you some more, until you get real scared. And then we'll kill you.
YOU: And if we don't get real scared...?
The thing practically writes itself.