I very rarely comment on these forums as I am not a pilot, I'm a safety/risk practitioner; however I have been involved in an emergency evacuation of a Dash-8 plane for a fire in the hold at BHD.
When the evacuation command came my partner and I were out of the plane PDQ, however I had to literally force the people in the row in front of me to evacuate as they were trying to retrieve their luggage.
In the airport where we were all corralled I noticed about a dozen passengers had luggage. I asked them in a non-threatening manner "why did you take your luggage?". Most people didn't really have a reason, they just did it instinctively. Two people said that they were "queuing to evacuate" so used the time to get their luggage. One said it was under the seat so it was a bit of an obstruction so they took it with them.
I would suggest that there is a PA announcement that state "Evacuate - Leave your luggage" that repeats in such circumstances.
As an aside, the fire was a false alarm, and it took nearly two hours to retrieve our hand luggage from the aircraft and that took a lot of persuasion from us as most of us had house keys, car keys etc in our hand luggage and couldn't get home without it. They originally told us we couldn't get them until the next day.