You see, burning is not your first problem, the lack of oxygen is, and you shouldn't open the windows if there's a fire going on, since it can results in explosive reaction
You see, it's exactly because of lack of oxygen. When you open the windows (or any new air went) while there's a lack of oxygen in a confined environment, the new oxygen content rushes in to balance the air content and the sudden increase in the oxygen level results in an explosion
For better example, imagine a flame that's burning slowly, then you blow air toward the flame and the fire suddenly increase in intensity, although it's temporary.
The same thing happens when the confined fire in a building comes into contact with sudden increase of oxygen level in the air.
this just shows that I'm fucked either way
I'll either lose conscious trying to escape with dozen of obstacles on my way or explode trying to save my little fish life.