Note that this is a different canon from the previous 1984 and 1989 films. That version Firehouse is covered here.
The Firehouse was a location considered for a headquarters in the 2016 movie.
As the women were looking for a new place for operations by means of a Rental Agent, she introduced them to the Firehouse. However, after Erin asked about monthly rent, which turned out to be $21,000 a month, they ended up picking a much more budget friendly location.