The most vulnerable part of the body in a fire is the airway. Lose that, and you lose your life.
If there's a fire outside the aircraft, opening the door and exiting through the fire is a bad idea. I don't know how much experience you have in burning environments, but it's a lot hotter than you might imagine (upwards of 1,200 to 2000 degrees F, enough to burn you very badly and and easily kill you; quickly.
What kind of clothing are you wearing on that flight? Something synthetic? Something that easily catches fire, burns easily, melts into your skin?
That turkey roasting bag over the head won't hold much atmosphere; you'll run out of air very quickly. I've been in a number of fires wearing Self Contained breathing Apparatus (SCBA) gear in which if I did my part to breath slowly and in a controlled manner, I would have 15 minutes of working air. I've seen people use it up in a few minutes, instead. That's a trained professional under stress. Take your average person on the street, put them in a burning airplane and stick a turkey roasting bag over their head while they race out the door into the flames wearing their synthetic clothing...you can perhaps imagine the result. Take your chances, you say?
When the rush to evacuate comes, people very often have a strong drive to return to the same exit they used to enter the airplane, rather than the closer one. If the structure is filling with smoke, how many have made it a point to count the number of seatbacks or compartmet dividers in order to find the nearest exits blind? When that exit won't open or has fire outside, are you aware of and do you have a second plan, and can you do it with your eyes shut?
In a crash the world turns around. There's confusion sometimes, noise, and add smoke, and you have pandemonium. A simple evacuation can be quite orderly; add fire and people tend to lose control. You may be upside down when the aircraft comes to a rest; you may be in a cabin filling with water, upside down; finding the exit isn't a matter of standing up and walking calmly to the one you remember; it may very well be a matter of counting seats, ceiling panels, seat tracks or braces, or some other viable means of finding that exit (and doing it without being able to see), while getting around or through the others who have their own ideas about where to go. The fastest method may not be the isle.
When all is said and done, your responsibility isn't just for yourself, but everyone around you. If you've been instructed not to open an exit, but take it upon yourself to do it anyway because you think you know better, then you're only contributing to the lack of order, and quite possibly leading others to their injury or death. Now it's all on you. You have more to think about than just your own preservation.
When the flight attendant tells you to refrain from inflating your vest in the airplane, there's a reason. Failure to follow his or her direction may cost not only your life, but that of others; perhaps everyone else on the airplane when you are inflated and unable to get clear of the airplane (and are blocking the way). The instructions are there for a reason. Opening that exit because you think you're willing to take your chances may cause or allow a flash fire in the cabin or quickly deplete the available air supply during the evacuation. You may well make it worse. If there's fire already in the cabin, that heat and that smoke is going to vent outwhatever opening you make; open the wrong door and you could take a fire at one end of the cabin and quickly drive it right through the cabin. Listen to the directions you're given and follow them. Don't do what you think is best simply because you feel you know a better way. The directionand leadership is given you for a reason. Listen.