I lean strongly toward your POV. It is supported by what is now quite a string of millenial-murderers from similar situations or backgrounds. Relative deprivation is real. They may not have started out consciously intending to suicide by police, but it must surely be on their menu of options at this point (as opposed to ending it alone in the woods - although I can think of scenarios where they might make that decision).
Which option will make them more legendary? Many a human has decided on a course of action that was life-ending, with a view to being remembered, being famous, being a legend. These two have shown ability to take on multiple personae within games, always seeking to "win" or at least, be known within the game.
If they're in the process of starvation, and prison seems worse than death, they need to show up with their weapons to get their suicide by police in Canada, it seems to me. As time goes on, death by misadventure while trying to accomplish this is a real possibility.