Understanding validity of user behaviour in Virtual Environments (VEs) is critical as they are increasingly being used for serious Health and Safety applications such as predicting human behaviour and training in hazardous situations. This paper presents a comparative study exploring user behaviour in VE-based fire evacuation and investigates whether this is affected by the addition of thermal and olfactory simulation. Participants (N=43) were exposed to a virtual fire in an office building. Quantitative and qualitative analyses of participant attitudes and behaviours found deviations from those we would expect in real life (e.g. pre-evacuation actions), but also valid behaviours like fire avoidance. Potentially important differences were found between multisensory and audiovisual-only conditions (e.g. perceived urgency). We conclude VEs have significant potential in safety-related applications, and that multimodality may afford additional uses in this context, but the identified limitations of behavioural validity must be carefully considered to avoid misapplication of the technology.