Fires that could burn the drivers are very rare now in F1 and other motorsport, more rare than moments that put the driver’s head at risk.
If you count the near misses like
Liuzzi vs Schumacher @ Abu Dhabi
Trulli vs Chandhok @ Monaco
They would not be near misses if there was a strong canopy over the drivers, and surely that’s a good thing.
The need to get out of a car quick is not as important these days.
Also on the subject of fire, but not really F1 anymore, in Brazil 2009 Kimi got a face full of fire from a fuel hose. A conopy like a jet fighter would have protected him, and indeed any racing where could be fuel flying about.
Weighing things up, I think fighter canopies are the next step forward in safety.