Because they think: it is better to sink with the boat than freeze to death in the water.
Because they do not know swimming and, whether they jump or not, death is on the cards.
Because they hope the wind would carry them to Paradise before they sink, that there should be some Paradise, though there is none in sight.
Because if there is a rescue party headed their way, they would see the boat from the distance more clearly than their heads bobbing in the water.
Because they hope against hope that the boat might not sink, after all.