The clause "If we must die" is repeated twice in the poem, so it's a natural choice for a title. The title and the repeated clauses drive home the desperation of the situation. There is no choice for the speaker and his kinsmen. But then again, there is. Even though they are going to die, the kinsmen can choose how they die. McKay is saying that even in the bleakest of times, we can find an opportunity to live with free will and dignity.