Magnesium & Alluminum will in fact burn/explode.
However it only happens in certain circumstances.
A Only if finely powdered
B only in a mixture with an oxidizer.
(Ammonium Nitrate, Potasium Nitrate, Potasium Clorate, etc)
Ever see a beer can explode because someone dropped a light cig into it?
Ever see a pair of "mag" wheels explode while on the car?
Me neither, it just ain't going to happen.
When you see an A6m on fire you have 2 choices.
Continue shooting till he goes Poof.
or Peel off, grab alt and let him bother someone else.