You wanna take that chance if you're the officer on the scene? Seems to me having the gun up at the ready but not firing is what we'd want in a situation with a guy on fire because of protest and not having a clue what the fuck might be going on.
Don't know all the details yet, but does seem suspicious that maybe there is a mental health issue too? Not a huge leap to think that said mental health issue might be related to a stressful time like perhaps being in the military.
A lot of people are upset about the happenings in Gaza. Self ignition is not so common a reaction just yet at least.