Maybe Bhandasur thinks that the urja cannot burn him since he has Mahdev's krodhagni in himWhen creative liberties are taken the writer forgets key points.
Here the bhandasur is try to snatch the urja which is so potent that even Agni finds it difficult to hold is.One more point I have against the writer is him wanting to portray Parvati as ignorant scared confused and whole lot of not so Shakthi like.I agree Parvati was in soft gentle personality, but no she was not ignorant or scared.Yesterday's "I don't know how to do that tandav" was uncalled for.As Someone mentioned in the forum, Show don't tellThey should have just shown how Parvati merges her lasya with the tandav.Come on uttkarsh every form of Shakthi was powerful, whether parvati or kali.