It might depend upon whether he was combusting himself, rather than just his robes burning. If so he could stay alight for quite some time. Though he wouldn't be running anywhere, so that renders the argument incorrect. *scratches chin* Maybe there was another ring bestowing powers of invisibility and a small platoon of leprechauns were carrying him thither? Or perhaps one of the Fell Beasts picked him up and carried him there - that could be true because it was hopping from foot to foot when the Witch King confronted Gandalf, as though it had burned its toes.
By the same token - why do they have that big open gap in the walls of the top level of Minas Tirith? It serves no purpose apart from to make it easier for Denethor to do his diving act. It would have been much better if he'd actually tripped over a little low wall in his flammable frenzy. Even better if he'd slipped on a banana skin dropped by Pippin. Well, it was a comedy moment as it was, so why didn't they add a bit
more humour?
