Also, one advantage of wool:
-Cottons burn VERY well (but doesn't melt, unless poly/cotton blend, then depends on nature of blend)
-Plastic based material often (not always- depending on plastic type) melt or burn with fumes when set on fire; there are MANY types of plastics and each has different characteristics and pros and cons
-Wool puts self out when on fire

Main issue: if fall on campfire, set on light bulbs, plane or car crash
Same issue with ALL clothing, not just kilts

-IF fire concerns you, take a swatch/scrap and a match/lighter and do a flame test to see if it meets your satisfaction. Most (I hope all) of the material used by our kiltmakers should be fine, I'd lean toward their materials. My main concern would be the fabric store mystery blends, as not all commercially available fabrics are intended for human clothing.

KNOW the NATURE of what you put on your body and whether the risks are high or very low in your situation