Cooking oil is flammable, but it doesn’t catch fire in a deep fryer because it never approaches the approximately 800°F required. Even if you drop a match in the fryer, the heat is conducted away from the flame and dissipates into the oil, and the fire goes out.
But oil dispersed into fine droplets is another beast entirely. individual droplets heat up very quickly, and the burning of one drop creates enough heat to ignite the one next to it, and so on, making a cloud of oil droplets extremely flammable. Where might a cloud of oil droplets come from? From that big, frozen bird.