With a twin engined aircraft it says in our own procedures "Land at the nearast suitable airport" however as you know it's perfectly safe to fly on one engine in a twin. When flying on 3 out of 4 engines in an A380 or 747, you know you have more then enough performance left: knowing it can fly on 2 as well...
If it's not in the checklist to land ASAP, and you feel happy to continue to the point your company would like you to go then why not help the company and thus probably your pax as well!
If your not happy go somewhere else! But you can usally come to a good agreement, and in the end your the captain of the flight so it's your decision.