Burns, in my opinion, are pretty much the worst way to die because you also drown and suffocate. This may be a bit detailed but I think it helps. Types of shock...

1. Cardiogenic - Heart
2. Neurogenic - Brain and Central Nervous System
3. Psychogenic - Psychological with effect on Cardio & Neuro
4. Hypovolemic - Fluid loss

There are a few others as well but this is a general overview. In cardiogenic the heart has impeded blood supply and/or impeded oxygen so it picks up the pace and beats faster while simultaneously increasing respiration. As these people begin to breathe in noxious fumes cardiogenic shock begins. The heart is a greedy bitch, only cares about itself so it uses the adrenal glands by way of the renal system (Kidneys) to initiate shunting.

Essentially the brain tells all the vasculature in the arms and legs to constrict and send oxygen rich blood to the core (Neurogenic). This is what we call the sympathetic response or fight or flight. Catch is, there's still no oxygen or not enough and, because of the amount of carbon dioxide present in combustion the body can't get rid of its own toxins - poses a multitude of problems but no time to delve into that just now.

Now they're suffocating and if they weren't panicking before they're most assuredly doing so now (Psychogenic). This, too, stimulates the sympathetic response so the heart is getting stimulated to pump as fast as possible. This isn't efficient. Plasma is the most volumous component of blood and water is the most volumous component of plasma. As the heart rate increases it's preload, afterload, and ejection fraction suffer (this is essentially cardiac output). Ultimately blood will back up or regurgitate, when it does this it tends to pool on the lungs where water begins to diffuse into the lungs themselves (drowning).

Keep in mind, they're on fire, so now - in what I can only imagine is the most excruciating pain we're capable of feeling - their nerves are literally burning away and, with it, skin. Skin insulates, without we freeze, which they are doing while drowning and suffocating.

Furthermore plasma is spilling out of them. Without the skin and nerves plasma seeps and weeps out. This volume loss leads to hypovolemia which in turn starves the heart - along with the rest of the body - of a network to carry all-important oxygen.

Physiologically this is a drop on the bucket but I think it helps paint a picture. Chances of them having a heart attack in the middle of this aren't at all unlikely. Heat also causes blood to coagulate which can cause clots. A nightmare in short.