At least DD always had the unbreakable love and support of Ms. Ling, who disfigured herself for life -- this was more difficult for a woman than death IMO. Also, he could have broken out of prison had he wished to after he completed his training. Thirdly, at least DD could defend himself against anyone, whereas DY was powerless until near the end of the story, where most of the suffering was already in the past. Fourthly, DD's woman died for him, whereas the woman DY loved died for the very same guy who caused all of his suffering.
I can think of more reasons, but I'll stop at 4.