It wouldn't hurt him to be destroyed in such a manner, but he realized that many people in the Land of Oz, and especially Dorothy and the Royal Ozma, would feel sad if they learned that their old friend the Scarecrow was no longer in existence.
In spite of this, the straw man was brave and faced his fiery fate like a hero.

When they marched him out before the concourse of people he turned to the King with great calmness and said: "This wicked deed will cost you your throne, as well as much suffering, for my friends will avenge my destruction." "Your friends are not here, nor will they know what I have done to you, when you are gone and can-not tell them," answered the King in a scornful voice.
Then he ordered the Scarecrow bound to a stout stake that he had had driven into the ground, and the materials for the fire were heaped all around him.

When this had been done, the King's brass band struck up a lively tune and old Googly-Goo came forward with a lighted match and set fire to the pile.
At once the flames shot up and crept closer and closer toward the Scarecrow.

The King and all his people were so intent upon this terrible spectacle that none of them noticed how the sky grew suddenly dark.

Perhaps they thought that the loud buzzing sound--like the noise of a dozen moving railway trains--came from the blazing fagots; that the rush of wind was merely a breeze.