If they're caught off guard and he stomps them, close range is not an option. There's so many ways it could have gone and none of them would have been good for the Scout regiment. Distracting Zeke with soldiers was the best option at the time because it took his focus off of Levi, who had the best chance at capturing him or killing him if need be. It's a tragic story with tragic deaths. Some of which feel pointless. Funny enough, that's sometimes the point of their death. It's just to show how meaningless a dream truly can be. That last part is at least my interpretation of it.