I do not often find them, in fact I can't think of another time aside from yesterday that I did. It's not likely anyone will be around you in the middle of the woods when you make a fire either, and I've never been found or killed (to my knowledge) because of burning one. Regardless, I feel a sense of danger every time I make one, and put them out as quickly as I can. That sense would be heightened if you knew you were leaving a tangible sign to another player that you had been there recently even after you put it out, however remote the possibility of it being discovered. And, conversely, it would add a rare instance of suspense when you yourself discover an old fireplace that is still warm.