Another noob question from me

By Dale Sams, in Game of Thrones: The Card Game

Defender has two characters in play (say Sansa and Cat) and loses a military challenge. One of his characters has a 'kneel save card attachment' (I think one of the dire wolves is that). (say Sansa)

Can the defender say, "I choose to kill Sansa, and ohhhhhlookie there, I'll just kneel this card instead"

My instinct says in such a situation you have to kill a character that can be killed unless Sansa is the only character out. But what's the real rule?

I would think you can choose to kill Sansa and then rescue using the dire wolf (which then gets kneeled).