Unless they overestimated the value of the fire. And either one or more realized this and decided to dig out a "den" to protect against the biggest threat (wind) as soon as they got down there or after it was clear they weren't warming up enough. Semyon and Nikolay were better dressed so they may have went off to dig the den first. And without a reconstruction, we simply don't know what would have made sense to them. For example, if the wind was strong and the only thing they could take that wasn't frozen or wet were the blankets, they might have thought the blankets would blow away. We know they ripped a lot of branches off the trees, and of course you can't do that if you have a blanket wrapped around you. There are all kinds of stories like this, where people make incredibly bad decisions under difficult circumstances, for example, the actions of the Chivruay group are also quite puzzling. Then there are these two:
https://www.rbth.com/history/330020-russia-dyatlov-pass-mystery-analoguesOn the other hand, the survivor stories can be incredible in their own ways, for example, from the book
"Eiger Dreams:"
"In 1967, the first party to climb in Alaska's Revelation Mountains, finding themselves stormed in for more than forty of their fifty-two days in the range, managed to stay on the right side of that line almost continuously. Matt Hale recalls coming back to their base camp near the end of the expedition soaked to the skin after a futile, multi-day sortie to collect butterfly specimens, only to encounter a week of horizontal rain and sleet. Driven by gale-force winds right through the walls of his tent, the rain showered the interior of the shelter with a fine, continuous, thirty-four-degree spray that chilled bodies to the bone and reduced sleeping bags to sodden wads of feather and nylon.
"Hale, on the verge of going hypothermic, figured out that the driest way to sleep was to remove all his wet clothing, wedge himself as best he could into his clammy but somewhat waterproof backpack (trying to ignore the fact that it was awash with the remnants of soggy Fig Newtons), pull a rain parka on over that, and only then slither into his wringing-wet sleeping bag..."
Imagine if Hale hadn't survived? People might be saying he must have lost his mind to do something so strange!
From the book, "No Shortcuts to the Top," we get a sense of what can happen with the gear used by the older generation:
"The old leather boots that climbers favored for more than a century are vastly inferior to plastic, because leather absorbs moisture, which then freezes. It’s a natural recipe for frostbite. Lachenal and Herzog lost their toes to frostbite on Annapurna in 1950 because they were wearing leather boots. (It’s not as though they had any choice, since plastic boots would not get invented for another thirty years..."
Also in that book:
"When you turn in for the night, anything you need to keep warm goes into the sleeping bag with you. Boot liners, mittens, water bottles, camera, batteries, extra socks, and even the next morning’s fuel canister for the stove..."
Even in recent years there have been odd incidents:
"The elements have claimed a number of victims over the years, with 11 people killed by hypothermia after getting lost or trapped on the mountain. The most recent happened in December of 2011 when snowshoer Brian Grobois became disoriented and descended into Stevens Canyon, where his body was found just above 4,600 feet..."
https://mynorthwest.com/20919/analysis-over-100-climbing-deaths-on-mount-rainier/?From "K2: Life and Death on the World's Most Dangerous Mountain," there is an incident described which could be very similar to what happened to the Dyatlov Group:
"On the night of August 5, winds that
Diemberger estimated at sixty miles an
hour piled heavy drifts of snow against the
walls of the tent he shared with Tullis,
threatening to break the poles. The
Austrian was incapable of punching his way
loose from inside,.."