I have no reason to believe a pellet would ignite a straw bale. How hot do you think your pellets get when shot? Do you think they retain that heat all the way to the target? Lead melts at about 621 degrees Fahrenheit. If it were that hot there would be nothing but a splatter of lead to exit the barrel. We can be pretty sure the lead won't be THAT hot on its way to the target.I don't know how much heat it takes to ignite a bale of straw but paper burns if exposed to about 450 degrees. I think straw is harder to ignite than paper, though having no straw about I'm unable to compare. Baled straw would be less likely to be easily ignited than loose straw due to the lack of available oxygen.I don't think it's a point of concern.