Usually not, for one or more of the following reasons:

• It takes time away from the other "day hike" stuff, such as actually, you know, hiking. I would not lit a fire on the kind of trip that guy was doing, I would be walking all day.
• We need to get back in time for dinner/bedtime/whatever.
• There are enough fire scars already in the rather heavily used areas we usually visit, and I hesitate to make a new one. (I'll reuse a good camp fire site if I find one, though).
• Too lazy that particular day.

But I have a passionate love for making lunch over a camp fire...