@Simmingal, I just tried in the walled in room myself because I was dying to see if it worked.
I surrounded her with flammable furniture, and even used MOO to stack things on top of each other. I used a lot of the hay-bale seats and had her sit down on one before lighting it on fire. I kept cancelling out the extinguish action when she tried to put the fires out.
She survived the entire room and everything in it being incinerated.... .....
I always knew TS4 really toned down the difficulty and made it outright 'hard' for sims to die by accident, it's now apparent to me they also made it freaking hard to do on purpose. :lol:
Perhaps if the fire was started by something other than inferniate it would have worked better. I know inferniate on a sim won't kill them, they may also have found a way to prevent it if inferniate is the source of the fire in any way. In which case the best way that I know to start a fire is to use the large campfire, and snap seating to it, light it, and then just keep a sim adding logs to the fire. That starts the seating on fire every time, guaranteed.
Lighting incense over and over, as @Elliandre suggested, will also eventually start the sim on fire, so that's another option to try.