Wow.. I knew they got hot if the end touched, but never realized they could burst into flames.
I probably have several of these loose in a dresser drawer at home right now that are not taped... I'll be fixing that when I get home tonight!
I do not think that any regular types of disposable 9 volt battery can burst into flame, the electrolyte consists largely of water in which a non flammable alkaline material is dissolved. The other materials are not normally regarded a flammable.
I have NEVER heard from a reputable source of a standard disposable battery catching fire.
Lithium 9 volt batteries exist and these might be a risk under extreme conditions, but alkaline or Zinc carbon cells ? I very much doubt it.
A spark from shorting out a 9 volt battery could certainly start a fire in the presence of flammables such as gasoline, propane, or other readily ignited materials, but that is not the same. Any spark could be dangerous under such conditions.