I note that as the captivity became longer and longer, the behavior and beliefs of the captors veered further and further from reality: for example, at first they let the reporter wash the dishes, then, months later, they refused because they believed they might catch disease "from my being an inherently unclean non-Muslim". And they expressed joy at the news Pakistani Muslims had been killed in a suicide attack they themselves had orchestrated.
It's as if their sense of righteousness was firmly rooted in themselves and nothing else, so the facts of the world around them had to be altered as needed to accommodate this. Thus it makes sense that the Talib commanders were compelled to become more and more demented as their contact with this Westerner increased. Finally, it became unbearable to them and they demanded he convert to their way of thinking entirely.
"Our Lord! Impose not on us that which we have not the strength to bear! Pardon us, absolve us and have mercy on us, Thou, our Protector, and give us victory over the disbelieving folk.”
I'd guess the only reason why he Rohde survived his refusal was because the Talib commander, still thinking this American was valuable, chose to leave the room instead and blot much of the incident from his mind.
