She knew she was immune to fire. Maybe not that early, but she knew before the burn down the tent incident. She clearly expected to survive that by her speech. But that whole scene was terrible. Her cockiness that both she would survive and that the horselords were doomed was bizarre. It was unrealistic, unbelievably risky, and undermined the amazingness that was her emerging from the flames. The fire spread way too quickly and the horselords didn't even attempt to kill her.... which shouldn't have been hard. She didn't seem serious about the knocking of the fire over at all. 0 rush to burn all of them alive before they could hurt her. Characters often are cocky and stuff as they kill their enemies, and it's even fine for that to be a known character flaw (think Oberyn). But in that scene it just made absolutely no sense and broke any kind of immersion for me.