What if you got smoke in the cockpit three miles out on the ILS? Would you do a missed approach and sit in the hold for 20 mins and do the checklist, while unknowingly you to you the aircraft turns into a raging inferno and crashes. Or would you just get the thing on the ground where you can have to passengers off in 90 seconds with full emergency facilities at hand to assist and fight any fire.
Just being the devils advocate.....