If you are not working a fire, you should be setting speed records as you depart the area quickly. Bear in mind that a wildfire, when conditions are right, can spread much faster than a human can run, much less walk.
I've seen these used on TV, and I agree with the "baked potato" analogy. Better IMHO to have a good fear of the fire and evacuate with all due haste than possibly be overconfident because of my shelter and perish as a result. Lack of civilian training and recertification would be a liability as well.
Having never been close to a wildfire I have to admit I know nothing about safe evacuation strategies. Obviously I would head away from the fire, but do you try to move perpendicular in the hope it sweeps behind you or head downwind and try to outrun it? Is downhill or uphill a better choice? I would have thought that heading for a large body of water would provide safety, but apparently not for these firefighters.