Ironically, if governments banned the burning of books, it would be construed (and probably won in court) as infringing on our First Amendment right to free expression.
Book burning got it's bad press when the authorities, like the Catholic Church or the Nazi Party or other controlling demagogue forced the destruction of certain views.
Personally, I always thot it was stupid and counterproductive for private individuals to burn a certain record, CD or book. Again, ironically if you bot the item then destroyed it, you do not hurt the sales of that item one twit and likely increase it.