A lot of children's clothing ans sleeping bags etc have a high fire danger. If they contain any synthetic fibres, they will have a high fire danger unless treated with really nasty chemicals that are probably carcinogenic instead.

Personally I don't let my child come anywhere near fires, in or out of their sleeping bag, so I don't consider a high fire danger rating to be a problem.

You would only avoid the rating if you went with 100% natural fibres, and probably wool filling, which would a) make it expensive and b) still doesn't make it safe to have your baby anywhere near a fire.