To create the Fire Triangle, you need Fuel, Heat, and Oxygen. So static electricity is is definitely a real possibility. Due to the number of components that are running on your vehicle, it is very possible to have the right mix of the Fire Triangle to occur. It only takes one tiny spark. So, I always shut off the car. I also don't use my cell phone, because even though the FCC in the report says the chances are remote, there still is chance. Not to mention, I don't want to be distracted while I'm pumping gas.
I also ground myself when I get out of the car, by touching my cars metal surface before I reach for the gas nozzle. I have actually caused a spark, and shock doing that on very cold, dry days.