Why is it "odd" to continue the display? It's what you were there for, what does stopping it achieve? There's nothing you can do to assist your oppo after all.
I can't think of many display teams that would routinely continue a display when one of the aircraft has clearly crashed - certainly not military teams anyway. Perhaps there is nothing you can do, but to continue a display is
your mind still fully on the display? Are there now many more people attending to the crashed aircraft that are inside the (say) 230m sterilised area? Is there adequate crash cover if you also have the misfortune to spear in? Did his engine stop because of the fuel you've both used? ....
I doubt there was any specific desire from the FDD for the display to continue, although of course he does have the ability to call a 'stop'. Gone are the days of Neville Duke displaying his Hunter at Farnborough as soon as they've swept the remains of the Derry/Richards DH110 off the runway!