Burning down probably happens more with people who write by experimentation of a rough plot (like me) vs those who build theirs off an outline and have the entire story already fleshed out well in advance via their outline. I tried numerous times to write stories using the outline method, and ultimately it never worked for me, so I went back to my original "rough plot -> experiment -> follow the story wherever it leads -> rewrite as needed -> polish, clean, ship" method. So far it's worked well for me, even if I end up having to scrap large sections of story in the process.
Oddly though, in some ways, it's a lot like what Edison did during his experiments. He'd try a thousand different ways and only take the ones that worked. I'm not quite that scattershot in my writing, but I quite often do experimental writing to find exactly what I want to do with a particular scene or character.