The reason to start a fire anywhere is to have: combustible material, oxygen and a source of energy that starts the process. In the case of wind turbines, the most common material that burns is some type of oil - hydraulic, generator, transformer,... These burn "quite good" and cause a lot of heavy smoke in the process. Oxygen is naturally present in nacelles, generators and hubs. Source of energy is most commonly some kind of issue within electrical systems. Turbines have multiple medium and high voltage systems, for example generators and transformers. Specifically problematic is a generator in geared turbines. Once these catch fire, it is really hard to stop it. There is way too much energy.
Designers of turbines always have to pay a strong attention to evacuation route and the time it takes to evacuate any part of the machine. All structural parts have to hold their structural capacity at least as the longest time of evacuation. So for example, a canopy catches fire as a consequence of transformer fire. It must not disintegrate long enough to allow people to evacuate.
Designers of turbines also really focus on mentioned combustible materials, like oils, and have to analyze the risk of catching fire. I do not think that this can be completely eliminated, but if it happens, no lives should be lost.
Finally, topology of the turbine itself has an influence. Direct drive turbines, where generator is low voltage, have lower risk of high-consequence fires, and are better from that point of view than geared turbines that have MV generator within the nacelle.
There are secondary measures of protection once the fire has started, like automatic extinguishers, but they are not cheap. So it is always better to minimize the risk of starting the fire in the first place.