Benjen coming out of absolutely nowhere (!) to save jon, shut up. Not getting on the horse with him so he could buy him all of what 10 seconds with his lame ass attempt to fight (which lets be honest was lazy writing to clean up his loose end story), shut up. No pursuit of jon when they are only like a 10 minute jog to the wall (as seen by gendrey message), shut up..
Seems reasonable to me that Benjen wanted to die -- he was really half-dead already, which probably isn't so great.