So the choice is between "kill Connor now" and "kill Connor after a pointless couple of loading screens" with no change? From where stems the fun?
In any case, it's by no means a stupid choice.
I wouldn't say there's much "fun" either way on that decision. On the otehr hand, making it end up with a dead Connor whatever happens makes it far more menaingful and immersive. It demonstrates that you are limited in what you can do. Which is a good thing. You're still just a man (or whatever race you are). It shows that not everythign has a happy ending, which is again realistic and immersive.
And, yes, it is a frikkin' stupid choice. You leave a known abomination of significant power (compare what Connor does to what your "average" abomination can do) so spend some considerable time chasing after a vague hope that might save one life. And all this while there is a goddamn Blight going on.