In a burning building situation, a blanket and shoes can be safety equipment, not 'belongings'. A wet blanket may be the difference between life and death. While you should not unnecessarily delay your departure from a burning building, a few preparations can save your life. This is quite different from evacuating a plane, where the combination of a small space, lots of people, and lots of fuel means seconds are the difference between life and death.

I do agree that taking a blanket and shoes as protection against the weather is less important in a burning building situation than taking them as protection to ensure you get out of the building - unless the building is in the wilderness and your risk of dying from exposure before you can get help is as high as from dying in the fire itself.