When the cutscene starts to play, hold down the throw grenade button, and when the cinematic ends, you will throw a grenade and stay in the Pelican.
Or on Assault on the Control Room you can use an alternative in which as soon as you exit the Pelican, quickly turn around and hold the X (action button) or E (for PC) and you will get back in the Pelican.
The Pelican will then fly away on it's scripted path, with you still inside
You will eventually die when you strike the kill wall. If you are on the mission Assault on the Control Room, you will survive.[verification needed]