The TNT explodes setting is not in the game settings menu. The only options in the game settings menu are: to change the name of the realm or the world, add a description, change difficulty level, activate cheats, or manage feed. There is no TNT explodes option (which is why I assumed it must be only available with cheats activated; there are not other options there). I assume even if TNT explodes were set to off (if that setting were anywhere to be found), it still should not disappear when shot with a flame arrow, right? That's definitely a bug. But maybe the lack of a toggle for TNT is also a bug. I don't know. I set this world up using the default settings, I did not change anything, so it should not have TNT disabled anyway.
Windy
The TNT explodes setting is not in the game settings menu. The only options in the game settings menu are: to change the name of the realm or the world, add a description, change difficulty level, activate cheats, or manage feed. There is no TNT explodes option (which is why I assumed it must be only available with cheats activated; there are not other options there). I assume even if TNT explodes were set to off (if that setting were anywhere to be found), it still should not disappear when shot with a flame arrow, right? That's definitely a bug. But maybe the lack of a toggle for TNT is also a bug. I don't know. I set this world up using the default settings, I did not change anything, so it should not have TNT disabled anyway.