I've taken a little piece from the BBC series I linked a couple of days ago, the Tudor Farm:
There is widespread belief in the role-playing world that if characters choose to light a house on fire, it will burn. The above is demonstrable proof that it probably will not. It's possible to get a house fire going, depending on how much flammable material there is inside the building - hay in barns, furniture, oils, cloth and so on - but the chances are when the fire is finished, the outer wall of the building will be blackened but resolutely unmarred.
I have been explaining to players for ages that pitch and sand can be mixed together as a means fireproofing wooden structures such as bridges or docks, that are necessarily associated with water. The palisades constructed in the area where I live - where pitch is easily gotten from trees - were painted with this mixture, enabling them to remain standing a century later.
Another form of fireproofing is the building of Cob walls, a mixture of straw, water, rough sand (or small stones), clay and soil, which can be combined to form an insulting adobe that was employed in many parts of the world, notably jungle & scrub lands from Spain to India. Since a cob wall is usually 16 inches thick, it tends not to notice fire at all.
If you are tired of your players spontaneously putting everything in your world to the torch, perhaps it could be time to give the world a proper facelift. Then, the next time the players think they're going to set the place on fire by shooting it up with fire, you can look at them blankly and say, "Nope. Doesn't look like that wall's gonna catch."