Well I guess a leak in the pneumatic system from the engine could heat enough as to fire the "fire loops" and ring the bell (like the song), so idling the engine can relief the hot pressure there, so it would not be necesary to shut the engine down...but you may ask, Why having a stupid engine?? 1) maybe, as someone said, no shutting the wrong engine, 2) maybe necesary just in case, so you can have some extra power 3) the systems associated to that engine wil keep running...
but if it is a real fire, you will shut the engine down, like every jet in the world.