It's been so long since that's happened that I don't recall which I chose to hear first.

I would not let someone jerk me around like that and just walk away. 

No one has ever given me that choice.  They just flat out start with bad news, and go down from there.  The phone call at 3am is always bad news - 
Me (half asleep) - "hel-hello?"
Caller - "Uncle Hank just died"
Me - "Huh?  Uh... who's Uncle Ha..."
Caller (interrupting) - "yep, he was just sitting there watching Wheel of Fortune, when he turned a light shade of green, clutched his stomach, and keeled forward - right smack in front of the TV.  Aunt Ruth, thinking he was kidding around as usual (he always did hate that show), told him he was blocking the TV and tried to push him away.  Could heard her screaming 3 blocks away"
Me (my drowsy brain still trying to remember who Uncle Hank is .. or was) - "that sounds terrible.  Is Ruth goin.."
Caller (interrupting) - yep, another one gone.  Well, we all know where he's at now".
Me (just about fully awake by this time) - "She didn't put him in the freezer in the barn did she?"

I had to make that choice recently; I asked for the good. The bad wasn't bad because I knew more than they did. 

The bad news first. Get that out of the way and end on a high note.