I think in the context of the Hyboria-verse, this little tidbit works well.
"Those mounds are kept by powerful gods and the spirits of kings."
Perhaps these mystical guardians won't let fire burn on the mounds as a symbol of their power, perhaps because of a forgotten legend. OR, perhaps it's just a very windy spot and it's terribly difficult to start fires there. OR, perhaps ancient priests and mystics conjured up such a belief to keep "squatters" off of the mounds.
Ultimately, you can believe any of those explanations you want to, but at least in the context of the film, Valeria's funeral pyre Means Something when it burns where no fire should be able to burn. Conan's world is steeped in superstition, myth, and legend, and when it comes right down to it, the Cause is nowhere near as important as the Effect.
Does Thulsa Doom have mystical mind-control abilities, or is he just an amazing orator with a keen understanding of human nature? It doesn't matter - what matters is that he can build an army from disenchanted, angsty peasants who want revenge on their betters.
You the Conan GMs might want to know just HOW certain effects work in your campaigns, but there is no reason the Players need to know how they work, only that Something creates certain effects. Considering how dangerous and rare sorcery should be, it's not a bad idea to throw in a good number of "sorcerers" who are really just people with really good powers of persuasion, with a few clever tricks and some herbs, poisons, and powders up their sleeves.