Perhaps the type of fleece you have has not been treated with a Flame Retardant that is required to be used in children's sleepwear. For more information on children's sleepwear requirements:
U.S. CONSUMER PRODUCT SAFETY COMMISSION
Office of Compliance
Children�s Sleepwear Regulations1, 16 C.F.R. Parts 1615 & 1616
http://www.cpsc.gov/businfo/regsumsleepwear.pdf