It seems that this question is asking individual readers what they find strange about the bet that takes place between the banker and the lawyer. Personally, I think the entire setup is strange. I've always thought it was weird that two intelligent men would agree to this thing. It's odd that the banker would actually confine another man like this. It's odd that the lawyer would agree to put his life on hold for years. However, there is one specific part of the bet that has always bothered me. It's about the duration of the lawyer's imprisonment.

"It's a lie. I bet you two millions you wouldn't stick in a cell even for five years."
"If you mean it seriously," replied the lawyer, "then I bet I'll stay not five but fifteen."
"Fifteen! Done!" cried the banker. "Gentlemen, I stake two millions."

The banker bets 2 million of his fortune for 5 years of the lawyer's life. The lawyer not only agrees to the bet, but he also ups the ante. There's nothing wrong with upping the bet, but he triples his prison time without raising his potential earnings. He could have had the 2 million for 5 years, but instead he's willing to take 2 million for 15 years. Why would he cut his per year earnings by a third? The lawyer should have offered up 15 years in return for 6 million.

A troublesome aspect of Chekhov's story "The Bet" is the way the initial argument between the banker and the lawyer evolves into a very different sort of bet. The banker made the following statement leading to the bet:

"I have not tried either the death penalty or imprisonment for life, but if one may judge a priori, the death penalty is more moral and more humane than imprisonment for life...."

The lawyer disagreed in the following terms:

"The death sentence and the life sentence are equally immoral, but if I had to choose between the death penalty and imprisonment for life, I would certainly choose the second. To live anyhow is better than not at all."

So the question is whether capital punishment is better than imprisonment for life or vice versa. But when the bet is formalized it has nothing to do with either capital punishment or life imprisonment. The lawyer is betting that he can stand fifteen years of solitary confinement. The preceding argument had nothing to do with solitary confinement.

When the lawyer says:

"...but if I had to choose between the death penalty and imprisonment for life, I would certainly choose the second,"

he is saying what most of us would choose under the circumstances. Looked at from the perspective of the convicted man rather than from that of the judge, imprisonment for life under halfway decent living conditions would be better than being executed. Life in prison would not be pleasant, but an intelligent person could find some way to build a little sanctuary behind bars and to get through his days. There is always reading and writing, and it might be possible to find one or two intelligent fellow convicts to converse with. We only hear of a few eccentric individuals who want to be executed without delay. They refuse to have their lawyers file appeals. They want no clemency or stays of execution. But most people would choose life under almost any conditions rather than death. Fyodor Dostoyevsky, the great Russian novelist, actually spent years in prison in Siberia and writes about his experiences in The House of the Dead (1862).

The bet evolved as it did because Chekhov realized that the banker could not keep the lawyer a prisoner for life. The two million rubles would not do the lawyer much good if he couldn't collect them until he died. So the two men end up betting the lawyer can't stand solitary confinement for fifteen years. It is a strange bet, and it doesn't prove anything pertinent to the original disagreement--whether capital punishment is or is not preferable to life imprisonment.