In the USA, the Sept 11 WTC collapse was another one of those "Shelter in place as deadly" incidents when "something that couldn't happen" (skyscrapers collapsing from impact/fire/{conspiracy theories go here}) did. They were "designed to withstand an airplane crash" - and, previously, other buildings had [0].
"Stay in a building that's actively on fire, don't worry, people will come and take care of it!" sounds, to me as an American, like utter insanity. If the building is capable of withstanding it and the correct techniques are applied quickly, great, but "not in the building" is my strongly preferred place to be in the event of any sort of structure fire/damage/etc.
It's not that it can't work - it's just that when something major has gone wrong, history tends to show that lots of other things end up going wrong as well. Also, that "The building as designed" and "The building as built, after 40-50 years in service," frequently don't share as much as one might hope in terms of safety features.
There's a long recorded history of structure fires that have destroyed supposedly "fireproof" buildings. We might know more now, but in a battle between Murphy and engineering hubris, Murphy seems to find a lot of ways to win.
[0]: https://en.wikipedia.org/wiki/1945_Empire_State_Building_B-2...