The problem with letting fires just burn is they don't obey the demarcation of "zones". They generate super heated gases that can cause adjacent areas to spontaneously combust even if no embers land there. A fire break that works in no/low wind is completely ineffective in high winds which can be generated by the fire.

Managing fires is very complex and takes a lot of resources but importantly political will. There's groups that don't want to spend federal money on infrastructure even though the federal government is responsible for significant amounts of infrastructure.