No. From THEZOMBIEPHILES website:
“We’re not sure why you see it in every zombie movie, but it stands to reason that the only thing worse than a zombie is a flaming zombie. Remember, it can take a long time for a zombie to burn to death – more than ten minutes, in some recorded cases. Do you really want a burning zombie lighting you and your friends on fire? Play it safe – chances are good that there won’t be much fire-fighting infrastructure in place during a zombie outbreak if things get out of hand.”