Nope, fires in coal bunkers were VERY common at the time, primarily caused by spontaneous combustion.
They could be very hard to fight, too.
Some steps that were taken to fight bunker fires included sealing the bunker completely to smother the fire, flooding it with salt water, or, in drastic cases, opening the bunker and pulling the coal and raking the fire out.
Bunker fires still happen today, primarily at coal fired power plants but also at storage facilities.
As a kid I remember seeing firefighters tackling a fire in a hopper car at the railroad.
Here's a neat picture of a power plant coal fire in the pulverized coal feed silo...