You can try to back out, which was in fact extremely common, especially among the poorly trained. Soldiers in trenches couldn't even let their head protrude above the edge (to not get shot by snipers), and had to live in horrendous conditions for months.

Stress is more about the feeling of control rather than actual control. And you absolutely feel more in control in close combat than when you're targeted by artillery.

For a relatable example, compare driving a car to riding in a rollercoaster. Driving is more dangerous and you're not really in control of other drivers who can hit you, but you feel in control because you hold the wheel.