I agree with Wolf, but if they damaged (also destroy) aries, stairs or siege weapons, their construction should be easier too.Could be interesting if their hits lower morale and damages structures more, but they are fewer in quantity, so you have to choose wisely when to use them.
I also miss the possibility of hot oil being used as a defense measure during sieges, which could be lit up with a fire arrow and cause continuous high damage.
Google "Flaming arrows" or "Early Thermal Weapons". The second actually has a picture of German incendiary bolts. They were generally a cloth soaked with some type of oil or resin that could stay ignited in flight. Due to the added material, they were heavier and could not travel as far. They could be used as distance markers and, to an extent, lighting in order to better judge the opponent's distance. They may also be followed with unlit arrows as a 'surprise' since the archers would have their distance from the previous volley. Mostly they were used as incendiary devices due to the high use of wood and thatch at the time. Once people realized things they didn't need can burn (razing a city rather than capturing it), they found quite a few methods of doing so.And if there is some substance, how does it hold together ? I mean, Id like to see fire arrows IRL, historical evidence would be nice.