How might Walter Mitty's personality trigger his last daydream?

Mitty's last daydream is one where he is shot before a firing squad while he is smoking a cigarette. In this daydream he has the ultimate escape from his domineering wife-through his death.  The smoking of the cigarette, which seems to make this death somehow more casual and more macho, underscores Mitty's desire to "be a real man" - an idea which shows up in all of his previous daydreams as well.  It is important to note that his other daydreams are interrupted - only this one where the end is his death, goes all the way to the end. In his imaginary life, Mitty is all those things he cannot be in reality - brave, courageous and the stereotypical male.