Burning to death only hurts briefly, when the nerves have had enough damage you can't feel. Adrenaline helps block pain, as well. Besides, self-immolation is not exclusive to those who have practiced mindfulness.
Ever had a severe accident, like a motorcycle accident, or been ran over by a car? The pain comes after, not in the moment when the trauma occurs.
Yes, the pain is only there before your nerves get burnt out, but even just a minute of being burned alive is enough to make any normal human being, including you and me, react involuntarily to the pain.
And yes, I have been in high pain incidents. I recall the pain happening during and after.
Ever had a severe accident, like a motorcycle accident, or been ran over by a car? The pain comes after, not in the moment when the trauma occurs.