In the story, the travelers are often reluctant to dismount from their coach because it is usually very cold outside: to have no protection against the elements is an extremely uncomfortable experience.
The passengers would rather stay in the safe haven of their coach than be exposed to howling winds in the dead of night. Also, waiting out in the cold for another coach is often a treacherous exercise in patience. Often, other coaches which pass by are full of passengers and can admit no more travelers; to add insult to injury, the passing travelers often howl in "derision" at those stranded passengers who dare to brave the elements. Additionally, a long wait may yield nothing more than another coach that is unfit to take passengers, a "Depot Only" tram.
To reiterate his point, the narrator points out that it is quite common for passengers to stay in their coach until the last minute, even in the event of a fire. Essentially, the passengers won't disembark until their lives are truly in danger ("till flames actually appear").