Just kidding. ^_^

There are a couple of reasons. All the best titles have a couple reasons behind them.

1) Lina is fire, you know, all those fire spells and destruction, thus the "Burning." And Gourry is loyal and trusting to a fault, one of his many strong points, thus the "Loyalty." "Burning Loyalty." And...

2) They are so protective of one another. Lina is incredibly loyal to all of her friends, but Gourry is so special to her, that loyalty burns on another, deeper level. And Gourry of course is her self-appointed protector, her guardian. He cares for her and tries to protect her even when she doesn't strictly need protection. He takes his job seriously and I'm sure that he loves it ^_~.

Loyalty, honesty and true friendship and love are not the easiest thing to find in this world or many others I'd suppose. To a girl with a romantic mind like Lina's and a man with a chivalrous nature like Gourry's, they are all-important, as necessary as food and air [especially food to these two].

So there you go. It's short and sweet. How unusual for me ^_~