Lust and Envy seemed to take pain and punishment just the way a human would. Sloth doesn't. I don't know if his nerves are dull or what. But no other Homunculi would have been able to either withstand that shell without getting their head blown off or thrown across the room by the force of it.
So saying that fire hurts too much doesn't seem to apply to Sloth. He takes pain even other Homunculi would cringe at and merely grunts.
Roy's flames wouldn't kill him right off the bat. He would heal up. And if a tank shell isn't slowing him down, Roy's flames wouldn't be able to either. They would hurt him, but not slow him down. If Sloth went right for Roy and Roy, instead of dodging the attack, used his flames, he dies. Sloth is going super fast. I don't know his exact speed. 100 mph, I don't know. Roy's flames would be unable to slow Sloth's inertia. So even if Sloth was knocked unconscious, his body would still fly at Roy at that speed. An unconscious Sloth would kill Roy at that point.
“Power in the hands of the reformer is no less potentially corrupting than in the hands of the oppressor.”