Caused because Zombie Pigmen are under the Undead classification, meaning they will burn in sunlight, but also being in the Nether sub classification, they have fire immunity, causing small bursts of fire.
Confirmed on 1.4.4pre
That is an interesting way to reproduce this bug...
Grum, the bug is that fall-damage gets re-calculated when you login.
It appears to be fixed in 1.4.6