That's to make a statement, which could possibly outlive you if you were to not commit suicide. It spreads a highly effective meme, that's the only option for incels which can't spread genes, only memes.
Apparently it's not the fire to skin contact that hurts you the most
In fact, your pain receptors on your skin pretty much get burnt off in the first 10 seconds
Then the real pain starts to happen internally due to the fact that you suddenly have no oxygen to breathe in and all you end up inhaling are the flames which travel into your lungs, pretty much burning you from the inside, pretty scary as fuck, a bit like waterboarding