The citrus oil in fruits is a type of hydrocarbon called a terpene. Terpenes are found in many plants, and they are responsible for the characteristic smells and flavors of many fruits and vegetables. Terpenes are also flammable, which is why some fruits, such as oranges and lemons, can be used to make fire starters.
The flammability of citrus oil is not a safety hazard under normal circumstances. However, it is important to be aware of this property if you are using citrus oil in a flammable environment, such as near an open flame.