The name has been used well before we had nukes, any really big explosion ends with that shape in the cloud it produces, if you watch videos of volcanic eruptions the shape of the ash cloud is often enough that. And if you watch this video, towards the end it very clearly turns out to be flames. Gas. Mud volcanoes are supposedly mostly erupting due to boiling water in the deep, but there is usually also methane gas, and it can ignite. Usually that seems to be only small bursts of flame near the surface, but from what I have read, well, sometimes they can release a lot of methane.