Arrows don't always light on fire when they go through lava falls. I tried to shoot a skeleton through a lava fall in a ravine on one of my survival worlds, and i hit it, but it didn't light on fire. I tried shooting an arrow through without it hitting anything, and there was a flaming arrow on the ground. So i tried again, this time with a new skeleton (because i have cheats enabled on that world), and he went on fire and stayed that way for a few seconds. I tried a bunch of other things like arrow speed and distance from the target, and nothing seemed to consistently work enough to justify this as working as intended.