If the human body consists of 60% water why can't we put out fire with our body?
We need to consider something. Are the people being truly burnt at the stake or are they being killed by the effects of fire? If the fire is very prolonged then their bodies will dry out and then finally be calcined to ashes.

It is an interesting (but a rather morbid) fact that cremation furnaces typically run at about 800 degrees Celsius for many hours, yet they tend to be unable to burn bodies to dust. Typically after cremation, some large fragments remain. These have to be crushed.

There are tales of spontaneous human combustion, these have been circulating for many years. I recall that the Victorians thought it was associated with extreme alcohol abuse. They thought a build-up of alcohol in the body would lead to the body being able to catch fire. A modern-day explanation is that humans wear clothing, the clothing can act as a wick.

A person dies as a result of something, then their clothing comes into contact with an ignition source. The clothing starts to burn, this heats up fat in their body. The fat melts and runs into the clothing. The clothing then acts like a candle wick and then the burning fat makes more heat which melts more fat thus turning the person into a candle.

I think that this type of human candle effect is very rare, it is likely to require a combination of several things at once. Many people who are killed in serious fires (who suffer burns as well as being exposed to hot and toxic smoke) leave behind bodies which have not been burnt to ashes.