Even if you gave them your keys, I doubt that they will keep you alive. Cause they already got what they want, so what's the point of keeping you alive? Once they can have access to your Bitcoin, it means that they'll have enough money to protect themselves even if they kill you.
You're wrong, when a robbery is stealing someone else money, the punishment won't be as big as make someone dead. Moreover it's easier to hide the stolen money than hiding the dead body and your trace. Haven't you see it in your country? where the police caught killers than robbers.
So I think we should follow his steps too and be anonymous. And you know there’s a mentality around Bitcoin in which people think that anyone who has a Bitcoin wallet has a lot of money, even when many normal people are worth way more than that. Don’t let anyone know.
If you're use a centralized exchange, you're no longer anonymous.
