Fire is the rapid oxidation of a material. Water is 2 hydrogen and 1 oxygen. Every molecule is fully oxidized. It's also a common byproduct of fire. Therefore, you can't burn it, because it's already burnt
Ah so it's hot enough to electrolyze water and then when the hydrogen and oxygen gas move out of that heat zone, they're still in a hot enough area to re-oxidize into water, burning the hydrogen. Neat.