Perhaps they thought that the security guard or the public address announcer actually knew something more about the situation than they did. (Big mistake, in retrospect!)
I told this story in another thread -- a co-worker's wife worked at the WTC. One of her co-workers got out of the building, then went back into the building (never to return, unfortunately) to get a few things from her office! Her fiance, who also worked at the company, is kicking himself from not stopping her from going into the building. It just hit me now, in retyping this story, that it is surprising that they let people go back into the building.