Continuity mistake: Chief Boden is in his dress uniform and his award ribbons above his right pocket are hanging down. There is an emergency and he orders the firefighters to mount up to depart the firehouse. They all leave in a hurry, and when Chief Boden arrives on the scene his ribbons are no longer hanging from his jacket, but intact and straight above his right pocket. (00:41:00 - 00:43:00)
Continuity mistake: Casey and Kelly are on the roof smoking cigars when a man runs up carrying his daughter yelling for help. Both Casey and Kelly put down their cigars and are next seen sliding down a ladder with black gloves on. They were not smoking cigars wearing gloves, and wouldn't have time to put them on to get off the roof as fast as they did. (00:21:00)
Answer: Internet sources give many reasons why firefighters do this, but in regards to your question, it's probably because opening walls and ceilings creates better ventilation which allows heat and smoke to escape, giving firefighters better visibility and lowering the temperature.
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