The three faithful men refused to compromise—even at the risk of their lives. As we can see from their words, “But if not….” their conviction did not come from a promise that God would deliver them. They were full of faith. They lived by faith, and they were prepared to die in faith. We, too, are called to be faithful in the face of death. Neither do we have a promise of deliverance from the hands of ungodly men. God allowed Stephen to be martyred, as well as eleven of the original apostles and millions of other martyrs down through the ages.
Daniel 3:17 If that is the case, our God whom we serve is able to deliver us from the burning fiery furnace, and He will deliver us from your hand, O king. 18 But if not, let it be known to you, O king, that we do not serve your gods, nor will we worship the gold image which you have set up.