It takes at least two hours or maybe more ( on the severity of the injury ) on the actor's skin to create a burnt skin. And if the actor is going to wear clothes over the make up, there is no point in wasting two to three hours. It takes time and effort.
What you are calling as 'kucch bhi dikhaa dette hain' and all that jazz, is called 'cinematic liberty' because logic has to be sacrificed to practicality at times.
I mean, i put latex, wax and colour on an artist when its not even going to show on screen? No creative /actor/director will do it or allow it.
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lol well this is a fictional show, not everything is realistic like Zoya miraculously coming back to life after being buried under ground for who knows how long :P