Originally Posted by ReiseReise
These aren't just any flaming arrows, these are medieval Rambo-style BPGs (Bow Propelled Grenades), which were mass produced by the Turks and made available to anyone who wanted them, much like 20th century RPGs were by the Russians. Since gunpowder was not yet available, the arrows are tipped with little naphtha-filled pots which break on impact, covering the unfortunate victim in flaming liquid. Unfortunately cigarettes were not available yet either, or they wouldn't have been wasting all their Zippo fluid.
Either that, or the guys explode into flames to give a "terrifying" visual of the morale penalty.