What does Mr.Dimmesdale mean when he asks Hester if standing together before the scaffold is not better than what they had planned in the forest

While their plan was to escape to Europe and live a life without the constraints of the Puritan society, if they had done that, they would never have escaped the guilt surrounding their sin. In the end, of course, Dimmesdale dies, but he dies with a clear conscience and clears Hester's name in some way in the town and to the townspeople.