It is methane which is captured in the crystalline structure of the hydrates. The methane is what gets oxidized in the burning. A very tiny trace of methane may not get oxidized, but burning techniques will render a greater percentage of oxidation if scientists play with it sufficiently.
BTW, major undersea landslides are known to release clouds of methane which boil up to the surface changing the bouyancy of the water ... sinking previously floating things dontchaknow.
I appreciate you guys gently taking me to the woodshed about my error. I have not had any formal chemistry since sophomore chemistry in 1964 with old Mr Holmes. Holmes was a spry old WWI vet who was still capable of administering a sharp rap to the back of the head with a ruler when an errant student made a dumb mistake like that. He would not have been so gentle.