Why burn him?
To be clear, at this point Denethor is defeated - his mind is broken and he is in utter despair. But he has determined to not only end his own life, but also Faramir's, and he is very particular that it will be by burning both of them alive.
One potential answer is because he is crazy at this point, and there is no other reason or rationale beyond that. I disagree (about there being no reason or story as to why burning - not on Denethor's state of mind), and suggest that Denethor is clearly saying why he is burning Faramir, and where he learned this information from. A more interesting riddle to me comes out of this, and I believe it has interesting implications.
When Faramir is first brought back to Minas Tirith on the verge of death, Denethor goes up to the secret room in the tower where the Anor Stone is kept and gazes in it. It is not recorded what he saw, but whatever it was changed him and resulted in the final breaking of his mind. What did he see?
I believe he saw fire and burning. This seems to be his obsessive theme in his last hours following the Palantir visit. And by this, I mean he saw multiple things relating to fire. First, at a general level, he saw a 'great fire' that would end all things. Additionally, he saw Faramir being burned. He saw these things in the future, and knowing that a Palantir does not lie, all hope finally left him. The state of his son forced Denethor to gaze into the Palantir with a will to see the future - what would happen to his son - and that is what was shown to him. I suppose if I were in his position, and believed or interpreted things as he did, his mental state at that point becomes more understandable, or at least something that can be viewed with more compassion.
But, if that is what he saw in the Palantir, and they don't lie, then what happened? Neither the burning that ends all things, nor the burning of Faramir come about in the remaining story of the LOTR.
If we look at a much longer story arc, however, I believe the burning of Faramir did happen (though in a different life, under a different name), and the burning that will end all things has yet to happen. Meaning, Denethor saw further into the future than he was aware. The Palantirs cannot lie - even Sauron could not make them do so - but the truths they showed could be presented in a way as to twist their true meaning and make them subject to sometimes gross misinterpretation.
In the case of Faramir, it would be later as an individual named Abinadi that he would meet a fiery death, and I will explore this in a later post.
As to the burning to end all things, that is what will happen to the earth in the time associated with Jesus' return in glory. As Mormon said of what Jesus taught those at Bountiful:
"And he [Jesus] did expound all things, even from the beginning until the time that he should come in his glory - yea, even all things which should come upon the face of the earth, even until the elements should melt with a fervent heat, and the earth should be wrapt together as a scroll, and the heavens and the earth should pass away."
I have already written that I believe Denethor is also the same being who would be known as Lehi, and part of his redemption as well as a revelation of his character lies in that story. I would also suggest that Denethor, with a great will born out of love and concern for his son during a time of extreme mental duress, was actually shown events far in the future that were related to Faramir. They were shown in such a way, however, and his mind was so broken that he didn't understand what he was seeing. He assumed he was seeing their own fiery doom at the hands of Sauron, and this fact adds to the tragedy of his own death.
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