The Lemming's journey started way before the modern day lemmings were even born. The Lemming's goal which is unknown to most of them is to travel as far as they can then jump into the pit.
The Lemmings wouldn't be Lemmings if they didn't march down the road. Now if the Lemmings decide to stop in their march, a big giant pit will open beneath their feet where they stand. The Lemming's fate was sealed as soon as they started marching down the road.
There is no escape for Lemmings. For the Lemmings to be able to escape their doom, they would have to have unlimited power. Imagine for a second there is black hole in front of you, you decide to go check it out, once you hit the event horizon it's over. In a panic, you may decide to hit your rocket boosters to get away from the Singularity, but as you do that you actually are now getting close to your doom.