Pyrrhon's fiery body basically works however he wants to work. Do not question your gods, Pit.

He leans down to get a closer look- Jeez, Pit's short- examining his face. "Eh, it's just a little scorched. No big deal! You'll be fine! It's not like your eyebrows won't grow back or anything, after all. You're just gonna smell like burnt hair for a little while."

Pyrrhon stands back up, grabbing Pit's arm and giving it a tug as he starts walking forward. "Now stop moping, and let's move out! We've got some evil ruins to check!"