A flame is the result of combustion and it needs a fuel and an oxidizer.

The oxidizer is usually oxygen and there the atmosphere is 21% oxygen.

The rest of the atmosphere 78% nitrogen 1% argon and 0.04% other gases. Neither nitrogen or argon can be the fuel and burn with oxygen.

If we list the other gases in how common the are until we get one that can burn: Carbon dioxide, Neon, Helium and Methane.

Methane is the most common gas in the atmosphere that works as a fuel and its concentration is 0.000187% That is simply not enough to sustain combustion and even if it was possible you only use need a bit less the 2/3x the amount of oxygen. The result is 0.0005% of all atmospheric oxygen will be used up when all methane has combusted.