Our fight or flight responses can be a life saver in situations with creeping danger. That knot in your gut that tells you something is "off" is often picking up on threats that are not yet obvious, a person hiding in the bushes, a concealed weapon, maybe a wild animal.
While anxiety can sometimes obscure the lines between a sense of danger and a flare up of nerves, if you feel a strong urge to run, it's better safe than sorry. You can sort out why you felt that urge after you've returned to a feeling and space of safety.
In a popular Reddit thread, people shared their most terrifying "we need to leave right now" moments brought on by their gut instinct, and it's not hyperbole to assert that some of these people saved their own lives.
In high school my buddy and I were riding our dirt bikes on the trails that ran around the logging roads in SW WA. Thousands and thousands of acres of undeveloped land with just gravel logging roads and trails.