Without proprioception a robot could put it's hand accidentally into a fire and that hand could burn up

 Yes. It is also true that a human who is good at building robots could put another hand possibly on this robot. But, proprioception would maybe allow this robot to repair itself if it wasn't too damaged.

Also, this robot if it could communicate with other autonomous robots could talk or radio to them to help repair it right there on a battlefield or wherever the robot was at the time.

Unlike humans with fatal wounds, most wounds would not necssarily be permanently fatal to autonomous robots unless there was a bomb that blew up all pieces of the robots sending them in many directions. and even then some parts of each of the robots might be salvaged to put together other robots by humans or other robots.

So, in this sense Autonomous Robots would resemble the cars we drive more than anything else. Often when you need a used car part you go to a junkyard to salvage a used part you might need for your vehicle that needs replacing.

Therefore, in the future, there likely would be various kinds of Robot junkyards where parts could be bought in order to rebuild various kinds of robots. I would likely say this is already beginning in various ways through collectors of pieces of robots or whole robots here on earth.