Yes, the chemicals are added to the PJs that are polyester, because polyester doesn't burn, it melts. Melted plastics on your skin.... And it melts extremely quickly. (My son actually did a science experiment testing how quickly various fabrics burned for a science project--it was very interesting).
If you will notice, the cotton Pj's do not have the chemicals added, but they are very specific that they should fit snugly, not loose. Again, it has to do with the nature of the material and how it behaves with fire. Cotton burns easily and quickly, but only if it has lots of airflow. When it is snug on the skin, it is much much more difficult to catch fire.
My kiddos gave up "real" PJ's a long time ago. But when they did wear them, as little tikes, they wore the long john tight fitting style from Children's Place that were all cotton. Even the summer ones were like bike shorts on the bottom, but all cotton--no loose fitting.
Now, I don't know exactly what my son sleeps in, I'm guessing a pair of boxers and that's about it (he's 14). My daughter sleeps in XS adult PJ's (all cotton) or those Soffee shorts and a tank top Tshirt, normally. I made her some cotton PJ shorts (and am planning to make some more) that she likes, but the fabric specifically said it wasn't made for pajamas (it isn't stretchy so can't be as close fitting as it should be for PJ use). But... I don't care. My PJ's fit loosely, too.
:)