This might actually be a couple bugs.
What I saw was:
1) Colonist A needed rescue.
2) I told colonist B of rescue them.
3) B took A to A's bed.
4) Something happened to set A's bed on fire.
5) A caught on fire as well, so was kicked out of the bed.
6) (BUG 1) I wanted to tell colonist C (who came to fight the fire) to prioritize putting out colonist A. But the option didn't exist.
7) I was able to tell C to rescue A again... but A just ended up back in the burning bed.
In the end A burnt to death before I could get the bed put out. Not that it would have helped since he was burning still.
(BUG 2/Design change) Perhaps if a bed starts burning it should be disassociated with the colonist who owns it?
Discussed it with tynan.
Will report it as a independent bug later.
Thanks for reporting.