the Doctor noted that nobody could possibly survive that, and Jack actually was killed--as confirmed by Martha. But Jack, being immortal, quickly came back to life. Since he's come back to life from much more dramatic deaths, there's nothing surprising about this.
As for why he didn't appear to have die by burning--well, he was probably killed and reborn multiple times during the trip. Maybe the takeoff burned him to death, he came back, the dangerous forces of the Time Vortex itself killed him a few times, he came back each time, and the landing shocked his system into shutting down, and he came back again. Just another day in the life of Jack Harkness.