I think some War Machine armors could just absorb the flame. And he always has enough variety in weaponry to fire around any flame walls/constructs, even if Pyro could block the bullets (and yeah, I know he has blocked bullets, but iirc nothing on the caliber of what Rhodey would be using).
Plus speed and maneuverability advantages....
I know Zop loves Pyro, but he gets run over here
^ Yes, absorbing heat (and most kinds of energy, tbh) is pretty standard for Starktech, too.
Firebrand almost murdered Spider-Man with ease, hospitalizing him, but he doesn't even register on IM/WM radar, for example.
Zop is a lovable fellow, he just experiences these brief "flavor of the month" fanboy moments, trying to find his true love. We need to point him towards Lonely Pr and prepare gallons of lube.
It's more of a low showing for Iron Man than a high showing for Pyro.
But okay, let's accept that showing - it's not much of a use here on forums, where IM/WM are free to use a true shitload of their own ranged options.
And unlike Pyro's... their attacks will beat Pyro instantly, as he has no good defense against them.