Including, for example, the most senior Police Officer in the lead counter-terrorism agency.
The attacker could have been wearing a suicide vest, his target might have been the Mets' senior command in order to paralyze it's ability to respond to another, much larger, much more elaborate attack - a scenario that is well established in counter-terrorism planning, and an idea well established in terrorist doctrine.
His job was to stay alive in order to command the Met response, and if that means leaving others to do their jobs then so be it - it might not look good, but he's not paid to look good, he's paid to command the Mets' counter-terrorism response to, potentially, a large, geographically spread attack.
The very obvious example of the senior officer getting stuck in was at Goose-Green in the Falklands: 2PARA were a bit bogged down, their CO led a section attack against a machine gun post in order to re-establish momentum, and he was killed. The battalions command and fire-support apparatus was paralyzed for a while and it took casualties it should not have taken while a new command was established.
Lt Col Jones richly earned his VC, but leading section attacks was not his job, and the battle, and his battalion, suffered as a result of him being killed instead of running the battle and using the assets given to him.
If Mackey had got involved, been killed/injured, and then a much larger terrorist attack taken place - the response to which would be more confused as command of it was interrupted - he would be slated for playing the role of a PC, not a Commissioner of the Met.