That's not been my experience when a buddy of mine threw some 41 cal. pistol cartridge's in a fire. The brass came out of the fire pretty fast. Fortunately i only got hit by rock shrapnel when a piece of brass hit a rock. There were some pretty unhappy campers after that little trick.Ammunition in a fire is no big deal, as long as they are not chambered in a firearm. They just pop and the case and the bullet separate with very little force. They will hardly dent a cardboard box. They present very little hazard. No real hazard to a fireman with a face mask an his normal clothing. Much less than an aerosol can. Now if a round is chambered into a firearm that cooks off, then it is a lethal hazard.
The other theory I have read is the casing becomes the projectile, not the bullet. I guess that depends on the position of the casing against a fixed object.
As a kid I accidently burned an EMPTY one in a trash/burn barrel. When that thing went airborne (not long after me lighting the fire) I was darn glad I was not too close to the fire. It went up into the air probably 50 feet at a high rate of speed and scared the crap out me. I advised my sister that was the last hairspray can to go into the paper trash.