Imagine two AW139's flying around IMC over the mountains.....Both pilots take turns to loosen their harness and open their doors to peer outside
That is a bad move in practice. You won't get a 139 pilot door closed again at or above instrument Vmin (many pilots have tried this after having a cockpit door CAS warning). It's not like a cabin door that is designed to be opened in flight. The distortion on the airframe and the door coupled with the venturi effect pulling the door away from the airframe mean that you will take one pilot out of service while they hold on to that door until you can achieve a landing or a hover to close it properly.
If in VMC, you can make a steep turn through 90 degrees and look to the side for a smoke trail as confirmation of fire.