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"Is not this better," murmured he, "than what we dreamed of in the forest?"
"I know not! I know not!" she hurriedly replied. "Better? Yea; so we may both die, and little Pearl die with us!" (23.18-23)
Uh, we're going to go with no. No, it is not better for all three of them to die at the scaffold rather than run off and start a new life in England. But to Dimmesdale, it actually is better. Poor man.