Walter Kaiser writes:
“What took place was a "strange sight" (v. 3) to Moses. Therefore, to explain what happened here as a temporary mirage of reflected sunlight on some red leaves or a campfire of some Bedouin … is to substitute our experience for Moses’ forty years in that area and his estimate that it was indeed unusual. The burning bush was not consumed; that was the miracle. Notice how miracle is used here, as it so typically is in Scripture, to accredit God’s message (or messenger). Miracles are not circus side shows intended to entertain; rather they accredit the Word of God given to his special messengers.” (from Expositor’s Bible Commentary)