I've had this conversation with another other GM in our group. We think that once a character is burning, it is a REALLY big deal. Especially if Incendiary Grenades or extra criticals get involved.The key is that Burn Condition damage stacks from any source (except the ignite special property)and only Burn damage affects the reflex save.
So an example:
A Space Goblin crits a PC with a junklaser. He takes double damage from the attack and gains the Burn 1d4 condition. On his next turn he takes 1d4 Burn (for 2 damage), attempts the Reflex DC 12 at the end of his turn and fails.
During the next round he is accidentally hit by a "friendly" incendiary grenade and fails the Reflex DC 13, taking 1d4F(4) and gaining an additional Burn 1d4. Giving him a total of Burn 2d4. On his next turn he takes 2d4 Burn (for 7 damage). He then decides to spend a Full Action to "stop, drop and roll." At the end of his turn he attempts the Reflex DC 17, but gets a +6 bonus on the roll (+2 from a single failed consecutive save, and +4 from smothering the fire). This time he passes and ends all burn conditions.