Critters made from gaseous, liquid, or particulate matter, like flame, steam, water, snow, or sand, are incredibly fragile. A child can literally punch such creatures in half in a single blow. So, it's not very surprising that this beast died easily.
As to how to deal with it... Well, if those "legendary items" are artifacts, and if they're flammable, forbid them now and never look back. Artifacts will burn forever, and will probably set alight anything that picks it up. If not... Well, you might try dumping water on it, but that probably won't work to put the stuff out (it'll just flash the water to steam). The alternative is dropping it into a pit by ramping out beneath it, then drop magma onto it, then drop water into it. This will cause the stuff to get trapped in an obsidian wall, which will drop the items when mined out and should quench the flames.
Alternatively, drop it onto a magma-safe retracting bridge linked to a lever with magma-safe mechanisms. The items will get flung in random directions, and eventually the items you want to recover will be in places the flames aren't. But first, try water and obsidian on it.
Also, I wasn't aware that flames kept their temperature after death like that. I guess it could be just that they're still hot from when it was alive, or it could even not be that that's causing the anomalous behavior.