No karmic penalty
Last Rites (which we are now supposed to call "Annointing of the Sick") is not reserved for the dying, and not one of the one-shot sacraments.
Asking for the sacrament doesn't imply that you think you are checking out. But it does imply you have death on your mind.
The (grossly oversimplified by someone who hasn't given it all that much thought) idea is to connect your current or upcoming crisis to that of Christ. It is encouraged, and there is no shame or penalty for using it when the situation turns out not be lethal. Some people use it for illnesses that are just very unpleasant and not terminal.
Unless there is a custom among firefighters that I'm not aware of (not at all unlikely) it isn't something they would do for a routine fire. On the other hand, it doesn't imply a suicide mission.
