NVDL: I think to get to this point where setting yourself on fire seems like a bright idea, means you are so immersed in thoughts that you're essentially not connected with reality. Reality is that burning is pretty painful. Ever burned a finger? Now imagine a whole arm, chest, legs, your face.
My guess is the guy felt fully alive moments before he died. And then he thought: "Damn." This is about the failure to imagine beyond the humdrum of ego-based thought. It's a failure to be aware of one's own consciousness, of being alive.