Putting someone else's well-being above your own life is the mark of a true human. I hope if I was in that position, I'd have tried to help too.
I think that it’s important to try to help other people, but your safety is also important. For example it’s common that to rescue one person is drowning, more than one person attempts a rescue and all of then get drowned. You must learn how to proceed in those cases to be helpfull.
A few years ago I did a first aid mini-course. It was mostly about CPR and how to act in case of fire and chemical splits. The guide emphasized that the security of the rescuers is important. For example that before entering a door, you must check that the door will not close and trap you inside the dangerous place. Or make sure that the place you enter don’t have toxic fumes.
I can’t find a direct cite of this. But if you go to http://www.redcross.org/prepare/disaster/chemical-emergency , press the “respond during” tab you get this recommendation (near the middle of the page):
> If you find someone who appears to have been injured from chemical exposure, make sure you are not in danger before administering First Aid.
e.g. fire and person inside some room is really far away, lots of smoke, cannot see, heat, etc? Close the door, you cannot help and you'll very likely die.
As said: This is taught during first aid and first responder courses.