The first scene is understood in a completely different manner, once you know what Fellig is up to. He started trailing the secretary because he saw that she had 'the Shot', and he boarded the elevator to continue following her. But once inside, he saw that all other occupants also had 'the Shot', and figured that they were all going to die in an elevator accident. Thus, he exited the elevator because while he knew he would survive the crash, he would be too mangled to operate his camera while Death was there.
