I really like this bit:
"The announcement said the fire was on the 29th floor, and it said for us to stay still and not to move," another woman who escaped from the building said. "We decided to just leave, despite the instructions."
Sounds like someone had learned a lesson from the WTC tragedy. Back then, a lot of people, who might have escaped, were trapped when the 2nd tower was hit. They had apparently been told to go back to their offices after the 1st tower was hit.
Buildings in New York over six floors in height are required to conduct semi-annual fire drills and fire safety reviews. Even in the wake of the WTC disaster, the conventional wisdom says that evacuating to the floor below the fire floor, rather than leaving the building entirely, is normally sufficient.
"Let me think about it" = the coward's way of saying "no"