I think Anduin will willingly let himself get stabbed because he has already formulated a plan to bring down the Jailer from within his ranks.
People forget that Anduin is extremely cunning and intelligent, he might look naive at first but he can actually be very conniving. Like when he mind-controlled that dwarf brute in Pandaria to continue in his travels. I dare say that Anduin can be manipulative too, for example when he let Saurfang free and manipulated him into shattering the Horde from within for him.
My prediction is that Anduin knows his words are meaningless to a psychopath like Sylvanas, and is banking on Sylvanas stabbing him. I think he has understood something that’s not revealed yet, he might hold the key to defeating the Jailer if he is turned into an instrument of his power. Maybe only the power of Death can take out the Jailer of Death.
Either way, I predict this is all part of Anduin’s plan. Just as it was part of Anduin’s plan to let Saurfang free, an action that was criticized at the time, but in hindsight made so much sense (since Saurfang caused unrest within the Horde as I was explaining).