Why does Winston want to be walking down a hall waiting for a bullet in the back of his head?

While imprisoned in the Ministry of Love, Winston several times daydreams of walking down a hall waiting for the bullet that will enter the back of his head. He knows this is how life ends for people like him, who have become enemies of the state.
The first time he has the daydream, he longs for the bullet as a way back to a better world. As he dreams of the shot,

Everything was settled, smoothed out, reconciled. There were no more doubts, no more arguments, no more pain, no more fear. His body was healthy and strong.

In his reverie, the bullet takes him out of his prison and back to the Golden Country—and back to Julia. His longing for her is so unbearable that he cries out her name, a transgression he knows will be punished. He calls:

Julia! Julia! Julia, my love! Julia!

The second time he dreams of the bullet, he sees it as a way of beating the state at its own game. Because he imagines he will have a few seconds of awareness that the gun is aimed at his head, the bullet speeding toward him, he will have the chance to think a transgressive thought, one forbidden by the state. He will win. He pictures it as follows:

Hatred would fill him like an enormous roaring flame. And almost in the same instant bang! would go the bullet, too late, or too early. They would have blown his brain to pieces before they could reclaim it. The heretical thought would be unpunished, unrepented, out of their reach for ever. They would have blown a hole in their own perfection. To die hating them, that was freedom.