Suffice it to say that most materials are flammable if they get hot enough. And there are plenty of reasons why a circuit board with many components hooked up to a power supply might get really, really hot. I'm surprised electronic components don't catch fire more frequently.
Source: I had one of their PSUs, it randomly died due to a failing fan, and I had to wait 3-4 months for a replacement. They only sent me one after I complained to them on their customer satisfaction form which was also broken and directed me to some US agents, while I'm in EU. I finally got a new PSU with US cord, and some EU cord adapter thrown into the package. Kinda bizarre.
Many people on the web report issues with their PSUs and recommend against them.
PS: I had great experience with their RMA process. They replaced a 4.5 year old GPU and even gave me a better one. So I'm still pretty happy with them.
That's basically every brand. Corsair/ASUS/EVGA/NZXT/Cooler Master... none of them actually make PSUs.
The only "big" brand I know of that sells directly is Seasonic.