Oxygen is a factor that affects burning. Another factor that affects burning is the material that is burning. If the material isn't combustible, it won't burn.
powder
there could be a problem with the motor, or a burning glue gun in the car, or your simply crazy
Burning powder
Burning of any material is an oxidation reaction, a chemical change.
Burning will usually result in heat and light energy.
A bullet leaves a gun barrel because it is forced out by the pressure of burning gasses.
When it burns, as hot as a burning match.
Have Gun - Will Travel - 1957 The Burning Tree 6-22 was released on: USA: 9 February 1963
Steel
Gasses created from burning gunpowder.
Keeps you from burning your hand on a hot barrel.