I thought it odd at first too but thinking about it, Lae'zel does not have a very self-sacrificing nature and becoming the thing she hates to save her community seems to be where she draws the line. Karlach and possibly Gale offer to die for their friends' sake, in Karlach's case because she thinks the end is near anyway and in Gale's case because of his chronically low self-worth, but both of those choices, I feel, are not really presented in a positive light - and even if you eat the bullet yourself, it might have unfortunate consequences later on.
