Yea. Zombies carry ammo on them.
Different zoms have different chances to carry them.
Ammo will cook off, and sometimes even take a few turns in fire to start to.
Generally if you torch a zombie, dont hang around to loot it or do it asap and get away. Advanced inventory management is the safest way to loot zombies in fire.
Grenadiers will drop active hacks, but will also drop a bunch of inactive hacks that will be destroyed if you dont loot them. Insidebuildings or around trees, you will benefit from eating the damage to loot rare explosives on hacks.