Yeah see, if they went to hyperspace the whole damn ship (or at least a very large portion of it) would have just been deleted from existence. I'm not sure if A-Wings have independent hyperdrives though, but I know X-wings do for sure (i.e. Luke traveling everywhere solo)

also lmao watching that scene today was unintentionally hilarious in so many ways, the little fireball on the bridge, the fact that literally destroying just the bridge instantly kills the entire ship (imperial design continues to be flawless), and then the special effects when it hits the death star