The traditional 'execution speech' was to admit your guilt, and admit that you deserved to die. This is tied into the Christian faith and the belief that all people are sinners and must admit this in order to secure the grace of God. The king ordered the execution and was operating under divine right, therefore, absolving him and his agents of any wrongdoing, praising the king's justice, or begging the king's forgiveness were all part of this admission of guilt. Eg: 'I am guilty. I am sorry. I accept god's judgement, and I do not blame these mortal men for carrying out my sentence.'

Anne Boleyn did not admit her guilt (according to Lacey Baldwin Smith, she was unique in failing to do so), but she did absolve her executioners: "I have come here to die, for according to the law and by the law I am judged to die, and thereof I will speak nothing against it. I am come hither to accuse no man, nor to speak of that whereof I am accused and condemned to die..." She then goes on the praise Henry VIII specifically, which was in part to mitigate this failure to admit her guilt and in part served a practical purpose.

Death by beheading was a more desirable way to be executed because it was quick and relatively painless (in comparison to being burned at the stake, strangled in a noose, or disemboweled). There was a realistic fear that being anything but submissive on the chopping block might have resulted in this quick/clean death being taken away in favor of a more agonizing method. Also, people who were executed were often leaving family behind, and didn't want those families to be further punished by the king (lands seized, titles revoked, etc.). Anne Boleyn had Elizabeth's future to consider. It was important that she not appear resentful towards Henry VIII.