Do they think they will be spared? Yes. Because they think they're the "good allies".

Do they think it will never happen? They want it to happen, just not to them.

Can they really not see the logic? They do, they just don't care. Take it from someone who was raised with a cluster B sibling. They will demand a thing and progress from orders through intimidation to violence and vandalism until they get it. When it becomes clear they cant get it they will just retreat and try again later.

Do they want to die? They want everyone who opposes them or isn't useful to them to die.