Swayze jumps out after him, leaving Keanu by himself in the plane. Of course, Keanu has no choice but to jump out because the plane is going to crash-
-Oh, wait, no. That's not right. The plane and the pilot are perfectly fine. And get this -- we're pretty sure there were more parachutes on board if Keanu wanted one.
Yeah, that's the plan. Grab the gun and leave the chute.
Swayze's plan was for his entire gang to parachute out of the plane, and there were four members of the gang before the others were killed in the airport shootout. He put one chute on the wounded guy and took another for himself, leaving at the very least two more parachutes in the airplane that Keanu doesn't bother trying to locate before flinging himself out to what was almost certain death.
Roach, we hardly knew you.
Or, better yet, Keanu could've used his super policeman powers to force the pilot to land the damn plane -- after contacting local law enforcement below to be on the lookout for a couple of parachuting jackasses hovering around in the general vicinity.
Either option would've been way more reasonable than launching headfirst into the sky like Steven Segal in Executive Decision.