Baseball Scenario Question From Last Night

I was watching the Rangers game last night (disappointing to say the least), but there was a scenario that played out that got me thinking.

Oakland had guys on first and second with one out. Guy hits a grounder to short, tailor made double play. Guy going to third stands in front of short until the last second and heads to third. Double play made and the inning over.

If the ball hits a base runner, the batter is automatically ruled out and the play is dead. I know you don't want to assume a double play, but wouldn't it be better for the guy going to third just to let the ball hit him and let the inning continue?