One of my child Sims had a fear of the dark, and it took a couple of tries to get her over it. She had to have a confident mood outside, but the wording was a bit subjective (I thought she had to GAIN the confident moodlet outside).
Perhaps the fear of fire might take a couple of goes to eliminate.
You could think of it like children learning. You let them burn their fingers on the stove to learn that it's hot and dangerous. Some kids pick it up right away, and some burn themselves a few times because they're a bit slow on the uptake.