I actually like this depiction because while it does anthrophromize inanimate objects, it also doesn't at the same time. They're matches, even if they were conscious, there's no reason they would have the same philosophy and disposition as humans. From a human view this seems fucked up, but they're not humans, not even animals, and therefore likely have no need for a survival instinct or aversion to dying, and similarly would also have no need to feel physical pain since that's tied into the not dying thing, so they wouldn't mind at all. They would most likely see this as completely normal and even honourable, and might even consider us cowardly and pathetic for being so averse to dying by bursting into flames. Their worst fear might actually be the prospect that they'll be destroyed in some other, boring way, or worse, be forced to lay dormant forever, and therefore never get the chance to experience the glory of catching on fire. That might be what actually causes them pain and suffering which they are spared from by burning to death. In the same way that Klingons are depicted to hold dying in battle in higher regard than all other fates.

Basically matches are Klingons is what I'm saying.

Humans feel pain, but we don't feel the oxidation happening in us constantly. I'd say it's more about what you're built for rather than strictly a concept of pain.