This is not an uncommon way for indoor ranges to catch fire.
Using that kind of ammunition at indoor ranges would very quickly earn you a lifetime ban from the facilities. At least at the ranges I go to. First time, they will chew you out pretty thoroughly and ensure that even THINKING about using them there again would result in embarrassed blushing. Second time, you are out because you just don't know any better. There are also rules restricting the use of "burning targets" for the same reason. It would suck if some idiot does something reckless and ruin a facility that is used/enjoyed by hundreds of people.
That stuff seems to be excellent for Fourth of July BBQ parties in a very large and spacious backyard at dusk with GOOD non-flammable backstop. Not anywhere near occupied dwellings.