Usage of platinum in flame test
Platinum is chemically inert ("noble") meaning it resists forming oxides or other compounds. This stability is desirable when doing a flame test because it ensures that we only see the spectrum of what we are burning. (Think how much noise we would have in our spectrum if we used a Magnesium wire to hold our sample) 
Of the chemically inert metals (e.g. Au, Ag, Pd, Pt), Platinum has the highest melting point (2041º C), so it's the most useful for holding in a flame. 
Glass, on the other hand, melts at a temperatures ~500º C lower than Platinum.