Not where I live. We had a “controlled” burn north of us that ate 350,000 acres.
You don’t have to light it, the fumes will get em. But here in Ohio we drop a match just to be sure and have a laugh. Sometime the ground will cave in real good if the nest is big enough. When you run a mower over those bastards you’ll want them dead. You can also just put a bowl over the entry hole but that’s no fun.