They were also used to primarily demoralize the enemy if used against live targets instead of static targets. Having an arrow stick out of your armor is a bit unsettling, but having a burning arrow stick out of your armor will do a bit more damage to enemy morale(even though it will likely just burn for a short time and then go out, painless and easy). Nobody likes bits of burning anything being flung at them or stuck to them, even if it does not penetrate.