Hi Satti, Thank for reading. You are right, Jesus came long after Moses the Author of Exodus. In his account, he explains that the angel of God appeared first in form of flames, this act was to trigger his curiosity and get his attention. Then God spoke.
Imagine Moses scrambling from side to side, some of the sheep were probably feeding, others trying to run off to other directions, He is probably milking some too. He is busy and from my personal experience with God, he doesn’t like to approach us in distractions. Just like when I am about to have a serious talk with my children, I make sure I get their undivided attention, I am extremely dramatic in how I do that sometimes, so I get why God had the angel do all the burning and not burning of the bush.
