That's a good question. My thinking is that at the time the kids were there, there was no one at the fire station yet. It is a volunteer fire department and that location may not have been staffed.
Your theory is wrong
http://articles.washingtonpost.com/2012-12-30/lifestyle/36070993_1_first-responders-newtown-school-newtown-officers
The FireChief was there.
Even out here in my podunkville, there’s someone manning the phone at the VFD.