There are rational reasons to reduce risk, even if it isn't some game theoretic optimum. One can easily imagine that certain owners either were concerned about an increased risk of fire or high damages in such an event and we're willing to bear the costs.

The incentives are very clear, if nobody does it, no fire brigades will exist. (I can also imagine other reasons, e g. membership might have been required by some law or by association.) And in the end every fire which is extinguished is a fire which didn't spread.

Just some little aside, today there are people who do firefighting for free. What are the incentives for that?