Imagine being killed in a gruesome way, then brought back to life, only to be killed again, with the process repeated for as long as Vanellope wants it. If you're directly in that position, it's pretty scary, and Taffyta probably thought, 'Oh, she'll think of a way.' To show what a coward she and the other bullies are, she promptly bursts into tears and starts begging. Then you find out you're going to be executed.

Why were the Sugar Rush racers so shocked that Princess (now President) Vanellope said they were going to be executed? Who happens to only be joking? The movie announces that as long one dies in their own game, they will be returned to life.