It's just a fire alarm. Nothing to worry about. We're under water. How bad can a fire be if we're underwater? [He is of course blithely ignoring that a fire can be a disaster in a self-contained city trapped beneath the crushing weight of the ocean, but he's the Doctor. That's what he does: gives the impression that everything's going to be fine, even when the universe itself is falling apart.]
Come along, then. Best get out of the way. I'm sure our lovely warden has some sort of fire-fighting crew coming in to help, and you wouldn't want to delay them.