A doggie door in this case would not have been practical, Hyde Park is a very densely populated part of Boston, and the streets are packed with cars. Animals also do tend, sometimes, to seek safety in familiar places, rather than running from a fire, maybe she found a good "hiding spot," and after all, they tell you the air closest to the ground is your best bet - so being a Miniature Dachshund likely helped save her life - she was already down on the "clearest air" level!