Years ago I happened to be in an office when the house (3 floors) caught fire somewhere 'up there' (a flat on the top floor, as it appeared later). Everyone grabbed the papers on the desks (me, too, as that's what was going on around me) and run out. How's that explainable?
When there's an unwarned fire practice in an office I grab my distance vision glasses and my car keys, so I've got some chance of going directly home if I can't get back into the office. In an aircraft I might grab my passport and, again, glasses, but I hope that would be about it.
Bomb scares in pubs, now, that's another matter. I was in a London pub once upon a time, and we were told to evacuate immediately, bomb scare, leave drinks behind. Of course whilst we were still milling around outside closing time passed, so I never did get to finish the drink. Locals (who were no doubt more used than I to the uncivilised tenor of London life - bomb scares etc) disobeyed the instructions and took their drinks with them, and thus got to finish them, and I would next time too.