My question is this: If the pilots suspected that the gear would collapse, wouldn't it be better if they landed without them altogether?
I suspect they failed to get all three "down and locked" indications. At that point you don't actually know if the gear is locked or not. It can be locked and you have a faulty switch that isn't contacting, or a broken wire or any number of things. From there, they may or may not have been able to tell visually if the gear was locked at not. At that point the choice is to have a possible non event if it is locked or land gear up and have a definate crash. Additionally, if it was a hydraulic or other failure they may not have had the option of retracting the gear either. The emergency backup systems in many aircraft are soley designed to get the gear down, not back up again.
I don't have any experience with the Dash 8 or Q400 (or the Dash 7 for that matter), so I am not sure exactly how their systems work.
Generally if all three *appear* down, you land with them down with the hope that they'll stay that way. If one of them is obviously not all the way down, you tend to consider doing a full gear up landing (if you can even retract them again).