There is a bit of a controversy over this issue because of the fire-retardant chemicals used on these sleepers. The chemicals may be cancer-causing, which is a concern because our kids spend so much time in pajamas, and those chemicals can leach through the skin.
Even without these chemicals, the synthetic pjs are made from petrochemical materials. Still not good. Best bet: pjs can be safer if they are made of cotton or wool, which are natural fibers. Fit them snugly so that any flames will be less likely to reach the clothes than if they were loose.