I think people are generally slow to realize that they are in a life-or-death situation. I'm not talking about just the victims here, but rather about everyone accustomed to living in safety (including the bosses who told the victims to stay). We're so used to making choices where death is not a potential outcome that we simply don't take the possibility into account.

I was in downtown Manhattan on 9/11, close enough to the World Trade Center that I felt the building I was in shake when the towers were hit. The funny thing is that I wasn't scared. I wasn't even horrified. I couldn't see the towers from my window but I watched the smoke rising and experienced only a strange excitement. I didn't leave the area until they told us to, hours later. (I don't blame them. They were as stunned as I was.) The whole thing didn't feel real.

Now I know that I was in absolutely no danger (except from all the pollutants I ended up breathing after they eventually made us come back to the area before the air was clean) but I couldn't have known that at the time.

Edit: The thing with the pollutants is a good example too. I could smell that the air wasn't clean; everyone could. They told us that they were monitoring the air quality and I trusted them despite having my throat sore by the time I went home every day from the irritants in the dust I was breathing. Hell, I could see the dust rising nearby when cranes loaded debris from the towers onto barges and I still just did what I was told with no objections.