Regarding the theoretical engine fire risk, I saw a movie about WWI biplane pilots a couple years ago (I think it was called "Flyboys" that) covered the cockpit fire topic. What all of those pilots would (very wisely I may add) do is carry a sidearm with them. This sounds barbaric, but they cleverly explained that the parachute had not been invented yet. So, if you caught fire, as would often happen back then, you would burn to death, which was apparently an excruciating way to go. Instead of burning to death, most pilots would draw their pistol and euthanize themselves before the pain got too intense. This happened to one of the pilots in the movie. It was somewhat sad to see, but it worked perfectly. The thing that was stresed is that the pilot's life ended when the fire started, not when he pulled the trigger, so he and his family would not be disgraced from stories of a suicide.
In modern times, carring a gun in the cockpit for this purpose is, in almost all cases, simply not necessary. While you could, in theory, still burn to death, the chances of a cockpit fire are a LOT smaller today, and we now have checklists for it...pulling avionics fuses, using an extinguisher, diving to choke-out the fire, ect. A lot of pilots in the US carry guns for personal protection but in all my life I have never heard of a euthanization prompted by a cockpit fire. I'm sure it happens, but is extremely rare.