Is there a word ___phobia that means "fear of being burned"?

I think the word thermophobia may answer your question. Seeing the "thermo" in it, it is obviously a fear of heat, which may include getting burnt. You may be skeptical about it, but it is far more popular than encavmaphobia. The search thermophobia is on some dictionary pages and wikis, not including Webster Dictionary. This may solve your problem because it was updated recently on Wikipedia:

Thermophobia (adjective: thermophobic) is intolerance for high temperatures by either inorganic materials or organisms. [...] In medicine, thermophobia refers to a sensory dysfunction, sensation of abnormal heat

Dictionary.com

thermophobia: noun a fear of heat