Do you think they suddenly burst into your cell and gun you down? No, you'd have to walk out to the yard, kneel down, watch the guards readying their guns and preparing to fire.
Both ways would have horrible periods of waiting first, but at least a direct mortar strike is guaranteed to obliterate you while bullets could leave you gasping for air or bleeding out.
Yes but a firing squad is over as soon as the act begins, being mortared isn't.