Given the conditions, I can certainly understand why passengers would want to get their coats from the overhead lockers before leaving the aircraft. There would inevitably be a delay before pax were got into rescue vehicles and ferried to an indoors location. It would a challenge to any old or infirm person even with warm clothes in a subzero snowstorm. A basic calculation of chances of dying from fireball / smoke, vs dying from hypothermia...not actually that simple.
And while you're getting your parka, you might as well get your handbag / laptop / passport / phone. Frankly, I would.