This is not a historical question, per se, since it touches mostly on the technical side of things. but me being an aircraft engineer, I’ll bite.

Smoke in aircraft is not always indication of fire, even though common logic dictates otherwise.

Damaged aircraft can emit varying types of... lets call them trails. Depending on the type of damage we are talking about. This true to all aircraft, by the way.

Severed hydraulic lines might create a trail of aerosols of oil. If we are speaking of piston engines the same is true. If the engine is damaged, oil can get into the piston and get ejected out of the exhaust. Oil can leak outside of the engine and escape through the radiator or even the engine cowling.

Other types of damage can actually cause an escape of flames from the piston, it still limited in its proliferation, since only a little fuel is allowed in the piston, but it can create smoke. Damage to the piston might also eject uncombusted fuel into the exhaust and the engine compartment. Damage to the exhaust can create a situation where smoke is not ejected outside of the engine compartment but builds up inside it escaping through the cowling as dense smoke. cooling fluid from the radiators leaking might create streaks of aerosols or smoke, though those tend to be white, not black.

The most grave damage in this regard of pure smoke-fire relation can eventually be a severing of the fuel line leading into the carburetor or the manifold distributing the air-fuel mixture from the carburetor onward. This can cause uncontrollable fires and smoke coming off the engine itself, basically be the generic aircraft aflame situation.

There are several other types of damage which might create trails. A fuel leak from the wings might cause a fire, but most of the WWII fighters had self sealing fuel tanks, even if those didn’t stop fuel leaks, they minimized fuel fires and proliferation of such into the tank, causing an explosion.

My point is that smoke not always means fire, and even if it does its not always enough to put the whole machine aflame or even protrude outside as visible tongues of flame.

Important to note that this is true of all aircraft and is not in any way limited to WWII.