More exactly they put them on the side of the field and the military (eventually) hauls them off to sites so they can dispose of them.
The nuts thing is that quite often they're chemical weapons they do this with - but it's not much different to what the military do - but nobody wants a cordon sanitaire around a productive field, so DIY it is.
They are both stupid ideas, but I can't see how a farmer would live past maybe one or two of those burn piles.
I've never seen it done, but I did meet a farmer with an impressive array of ordnance stacked in his grange, some of which he sold, the rest of which he said he burned in a deep hole. Sure, single data point, but he definitely held the "this is what we do" attitude. This would've been '93.