In a wildfire, a lot depends upon your local situation. Here in SoCal, where significant wildfires and evacuations are fairly common, shelters are set up, but typically they are underutilized; people seem to be able to shelter with friends or relatives, or else they just check into a hotel. Our plan would be to bunk with my mother in law (my MIL is a wonderful lady!).

One feature of our local emergency planning is the provision of emergency shelters for large animals (essentially horses). These are used regularly.

I agree that, while i would not generally prefer a shelter, there are plenty of times where seeking a shelter would be wise and prudent, and it wouldn't mean failure of your preps.