Kind of a weird question but I'll tackle it. It would probably depend on the situation. If it was a case where these guys saw a dog in a burning building and there was nobody around to put the fire out, they would probably do whatever was necessary to try to save the dog's life. But, on the other hand, if there were already trained fire fighters on scene addressing the fire, my guess is these guys (who are trained to follow orders) would probably not interfere with the trained firefighters who would wait to make sure it was safe enough to send a fellow trained firefighter in to save the dog. They most certainly wouldn't risk making an already dangerous situation even more dangerous by recklessly breaking a sliding glass door and risk causing a venturi which would cause the fire to burn even hotter than it already was. You may not have noticed this in the story, but as much as those guys loved the dog, they trained it to chase perpetrators!
I'll give you a moment to digest that.
Okay, that's enough time. Has it come to you yet? Or do you need more time?