Just an FYI the movie they were talking about was Butch Cassidy and the Sundance Kid (1969). Shamefully it took me longer than it should to figure out during the characters conversation.
For anyone who hasn't seen it the ending scene has the two fugitive cornered. They do a final scene of dialog and then charge out. At that point the camera does a freeze frame centered on them and a massive deal of ranked rifle fire is heard. While the movie viewers don't see them die it's a pretty safe bet.
I rather liked how the characters in this anime are able to take a lighter view of the movies end. Unless that was another homage by the creatures drawing another parallel between the movie characters and these anime characters. I wouldn't put it past the people over at Gonzo, they have a history of being unconventional and smart.