Jacob's Responce To Tyndale's Death - "Why Did Jesus Not Help Him Escape?"

On Friday night i decided to tell Jacob (4) the story of William Tyndale (one of my church history heroes). While it was highly edited to fit about 15mins at a childs level, i tried to get most things in, mainly his desire that everyone should be able to read the Bible in their common language.

Jacob was appalled that king & church of the day would imprison &/or burn people for having the Bible in English. We talked of Tyndale's translation while on the run, the printing press that made it easy to make copies available throughout the land and of the smuggling of it into the country. We also reached Tyndale's betrayal by a friend and his imprisonment. At this Jake excitedly declared that Jesus must have helped him escape.

Sadly i had to break it to him that evil men killed Tyndale (i had to tell him how when he asked) which caused a weird expression on his face.
"Why" he asked;
"Because they didn't like people having the Bible . . ." I began
"No" he broke in "why did Jesus not help him get free?"
After collecting my thoughts i answered as best i could.

But i'd be interested in hearing how you would answer that question from a 4 yr old?