put it on the deck with both engines
1 You have a much better chance of putting out the fire, if there is one, on the rig with all their fire fighting gear.
2 If it was a fire you couldnt stop mid-air then getting the guys out of the machine on the rig is the best option for them rather than ditching in bad weather
3 Could be a false warning in which case landing would, in hindsight, also have been the best option
4 Shutting engines down is best performed on Terra Firma!