We’ve had lithium based true wireless earbuds for nearly 10 years now according to my quick internet search, and the popularity of them has skyrocketed to millions of users. 10 years, millions of devices, and one finally catches fire? Genuinely I’m just confused by what you mean you’ve been waiting for a story like this.
I don't think VR headsets put the battery in front of your eyes, the weight would make them uncomfortable. They're probably somewhere on the side of the device, or in Apple's case, around your waist.
The Quest's battery is in the front of the device, but behind layers of electronics, screen and lenses. It would have to do more than catch on fire to cause serious damage.