Did you ever get a burned? it hurts like heck and you can barely move the limb it's on.
imo Burn and Paralysis should halve every stat (other than HP,but that would be waaaaay too OP) so Game Freak decided to make Burn more than just an ailment that cuts HP every turn, and it makes sense that your Physical attacks wont be as effective.
You can make your own logic out of that, but that's my opinion.
