Apparently some of them set themselves on fire instead of the flag.
Is Pepper Spray Flammable?
[Is Pepper Spray Flammable?]
POLICE MAGNUM spray solution is non-toxic and non-flammable. This means that although it causes some extremely painful and uncomfortable side effects, they are temporary. Furthermore, use of the spray does not result in any long-term after effects.
http://pepper-spray-review.toptenreviews.com/police-magnum-review.html