I'm a strong believer in standing your ground, and letting the umpire make the decision. That's what they're there for.
To be fair, who can blame professional cricketers for not walking? Think of it as their careers could potentially be on the line. They could either be walking back to the pavillion for a duck with a badge for honesty. Or, get a second chance, and go on and make a test hundred to stay in the team.