King doesn't have a switch in his body to turn his flame on or off. "Flame-on/off modes" are an invention of you readers.
What the manga says, is that Zoro realized that when King moves fast enough, his flame turns off. When he slows down, it's back on again. King called it "the rules of his body", it's not something he can control, other than choosing to slow himself down. It's not because he is afraid, nor stupid.
The Seraphim are part King, the rules of their bodies regarding fire must be the same. If their fire is constantly on, it only means that they are not fast enough. If Zoro and Luffy want to beat them, first they have to make them move faster. That's all.