Fires involving horses tend to be either accidental - wiring faults, lights left on that 'blow' and send a spark onto straw, adjoining haystacks that catch fire, or some idiot who torches a stolen car at the back of a timber building not knowing or caring there are horses in it - - OR - a 'personal grudge' attack. The latter tend to happen more when there have been a few stable fires - some a*sehole who has it in for Joe Bloggs sees a report of a stable fire and suddenly thinks: "That's the way to teach Joe Bloggs a lesson - I'll torch his stables!"
I really don't think many (any) horse owners would torch their stables and horses for the insurance! With the Shropshire case, it was part of a much larger 'crime' - and he at least shot the horses before torching the stables. Crazy he undoubtedly was - but not really 'cruel' in that he didn't want them to suffer death by fire!
Unfortunately, accidental fires are probably the biggest killers (rather than arson attacks). No-one should get paranoid (unless they have lots of nasty personal enemies) but everyone SHOULD take a good walk around their stables looking for risk areas - frayed wiring, bedding stored close to horses, blocked 'escape routes', etc. A few red buckets filled with sand - and a few extra fire extinguishers (have yours been checked and services recently??) wouldn't go amiss either!