We're not saying you should never perform CPR in real life--CPR works, sort of, by oxygenating the system and occasionally knocking the heart back in rhythm. However, there's not a whole lot it can do for someone who has already stopped being alive.
Also, CPR is nowhere near as sexilicious as television and the movies make it out to be. A properly performed cardiopulmonary resuscitation usually ends up cracking the patient's ribcage, which doesn't fit so well with a sweeping orchestral soundtrack. And the success rate is staggeringly low, something like two to four percent. In fact, most websites about manual resuscitation will tell you straight out that it almost never works.
Certain death sounds pretty good when the other option is a two to four percent chance of living through some stranger busting your rib cage and slobbering down your throat.
On a related note...