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I can see several differently flavoured options. The Entity is worshipped as a God, or similar. You do not risk your God's existence for your own goals. You give up your life for your God. This i...
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#4: Attribution notice removed
Source: https://writers.stackexchange.com/a/34458 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#3: Attribution notice added
Source: https://writers.stackexchange.com/a/34458 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#2: Initial revision
I can see several differently flavoured options. 1. The Entity is worshipped as a God, or similar. You do not risk your God's existence for your own goals. You give up your life for your God. This is an approach you see in Zelazny's "Amber Chronicles" (described from the "Gods'", a.k.a the Princes of Amber's, POV), I am fairly sure I've also seen movies with humans giving up their life to protect an angel. If your Entity is perceived as divine, which is not unreasonable considering it's benevolent and superhuman, your men might consider it sacrilege to endanger it. 2. Preservation of Free Will. Sure Entity is benevolent and stuff, but if we always let it tell us what to do and how to solve our problems, what makes us better than slaves, blindly obeying our master? We want to do things ourselves, our way. Pride, naturally would play a role here, but you can give it a "Paradise Lost" twist. 3. Are the Entity's goals known? Is it known with 100% confidence to be benevolent, or has it only been benevolent so far? How much do the humans trust it? If they are already in dire straights, revealing a weakness to a powerful entity whose allegiances are not known might not be strategically sound. What solution you ultimately pick would need to work with the themes of your story.