So you don't shut it down cause, hell, its probably just bleed air blowing over and if you do shut it down, think of all the paperwork you have to do and all that nasty inconvenience of landing right away.
Or maybe that little fire just ate through the wiring harness and she's just burning like a blowtorch but you can't see it.
The SOP is there for a reason, a really good one. Or maybe you just want to throttle back and think about it for a while and see what happens
