I don't know why it so hard for some people to understand that steel jacketed bullets can cause fires. Iron is pyrophoric and the small particles generated by an impact with a hard surface will ignite spontaneously in air. The phenomena is well known to chemists, firemen, and anyone who has used a flint and steel.
Copper and lead are safer but caution is still necessary. Both metals are also pyrophoric but are more difficult to ignite because the oxide scale is not as brittle as that for iron. Impacts on steel plates will generate sparks if the copper jacket fragments are small enough.
It occured to me as I was typing the above that Utah was called a "red" state even before the infamous map from the 2000 election. This is because of color of the hematite rich rock and concretions in its deserts. Hematite is iron oxide and the small particles generated by an impact will ignite spontaneously in air. So Utah deserts may be at a higher risk of bullet induced fires under drought conditions.
Jeez, people. Let's be careful out there.