I would do everything possible to get my dog to saftey. Yes, its always been drilled into our heads to leave the pets and get out if you have a fire - I could never do that without at least trying.
No you sure aren't alone when you worry about your pets when you are out and they are home alone. I have gone as far as using the feature on my answering machine that lets me call my number and monitor sounds in the house!! I figure that if I can't hear the smoke detectors going off I can relax for awhile! I would never even admit this one to my husband! I thought I was the only one who felt that way!