Either way, if they were thinking clearly...it would be better to have looked
for heat resistant items in their rooms and take your chances running through the fire,
that way least you have a CHANCE of living, but again, the pain of having a chance
is apparently too much.
Now if they couldn't find heat resistant items, then try running through with clothes you know wont catch fire that easy, or go through naked...yes naked, that way you wont have burning clothes and last I checked, I don't think body parts can catch fire, that easily.
If all else fails, or are too afraid to run through fire ( Which is a daunting idea ),
the building in that video seemed to be a bit tilted, not sure if it was, last idea,
slide down/climb down Jet Li/ Bruce Lee style.