Why dignify the stupidity and the evil being done in Salem with a response? Of the characters in Miller's work, Giles Corey seemed to have taken a transcendent role right from the start. He was always beyond what was going on in Salem. He sneered at others who were constantly about trying to make themselves better at the costs of others, and frequently gave dismissive responses to those who sought to make their own name through the proceedings. At the same time, he grasped that there were individuals who were manipulating these "trials" in the name of personal benefit. When he is accused and stands to be executed, he fails to give a response because he does not want to legitimize such a sham of a proceeding. At the same time, he also does not want to say anything and give dignity to something that is so wrong and so immoral.
This part of the play comes in Act IV, when Elizabeth and John have their final meeting. They talk of how, having tortured John Proctor, they want his life, and how others have confessed, all except for Rebecca Nurse and Giles Corey. Elizabeth tells John how Giles died and how he did not hang, like so many others that would not confess to their supposed crimes. Note how he died:
He were not hanged. he would not answer aye or nay to his indictment; for if he denied the charge, they'd hang him surely, and auction out his property. So he stand mute, and died Christian under the law. And so his sons will have his farm. It is the law, for he could not be condemned a wizard without he answer the indictment, aye or nay.
So here we see the dilemma that Giles faced due to the absurd law of the Salem witch trials - if he confessed to "wizardry", he would lose his name and self-respect (the same choice that John Proctor needs to make), but if he denied the charge he would hang and the law would seize his farm. To avoid making that decision, he was crushed to death, undoubtedly making Elizabeth's assessment of his life correct:
It were a fearsome man, Giles Corey.
Note how the life of Giles Corey foreshadows the kind of decisions that John Proctor needs to make in the play.