Then why should Flamer, which doesn't shoot explosive projectile, be explosive?
Perhaps because the base fuel is explosive?
while a battery can explode, it's just stored energy.
Flamer Fuel (or many things that are 'fuel') are explosive.
While heat = energy (or energy release), it's hardly high-tech.. which is what comes to mind with energy-weapons.
So yes, I'd agree with flamers/incinerators falling under the 'explosives' skill. As part of the skill would be knowledge of how to deal with 'default' materials which can take your life when handling them... As opposed to 'insert battery into slot A'
EDIT: Pretty much same as Daerdevil said.