Have you ever made peanut butter? Have you ever seen real peanut butter?
Most peanut butter found in stores is solid. That is because the producers have added hydrogen to the lipids (partially hydrogenated). Real peanut butter seperates into a solid and a liquid.
Lipids can burn and that is what is burning on the nut initially. There are lots of different types of lipids found in the nuts (some are solid and some are liquid). You can look up saturated/unsaturated fats for some info on that.
Why would a nut contain lipids? What is a nut? What is the purpose of a nut? Does an egg contain any lipids? Why would they be related?
Since a nut contains lipids, why does it have more "energy" than carbohydrates or proteins? When dealing with macromolecules essential for life, usually the #s of C and H atoms relate to the amount of energy the molecule has. Lipids usually have more chains of C & Hs than most proteins and carbohydrates. Why would a nut need to have molecules that contain more "energy"? Think back to the purpose of a nut.
I know I'm answering your questions with more questions, but this forum is setup to help one think through a problem. I hope I have pointed you in the right direction.
savoy