Axon (the company formerly known as Taser) includes the warning in its training and official warning documents that the Taser may set off flammable liquids and vapors, and that end-users should confirm that their pepper spray or other similar items are not flammable. The Taser is not recommended for subjects doused in gasoline or other flammable liquids... or in areas where there might flammable vapors. (Probably not a good choice in granaries, flour mills, and similar places either -- they've been known to go KABOOM! with static electricity...)
For pepper spray, specifically, some brands use alcohol carriers (the liquid the oleum capsicum crystals are dissolved and transported in) or flammable propellants. If you're carrying a Taser (or other conducted electricity weapon aka stun gun), you probably want to know what type of carrier your pepper spray uses... Unless, of course, you like assailant jubilee.