Doesn't matter to me, but scores definitely matter to some people.
And some people who like the fight get very annoyed when they set up a fight, only to have someone bail out before they can be shot. Hence, Raptor's wish.
BTW -- Just checked the help files, and the formula for KPD is "Kills per Death = TotalKills / ((Discos * 0.5) + Bails + Captures + Deaths + 1)".
So bails, captures, and deaths all count equally on the death side of the equation. That doesn't mean everyone knows that, and score chasers may yet bail thinking they are helping their scores. Not sure how often that actually happens, though.