Vehicle caught fire while driving. Fire goes out by itself. Do I still have to call the police?

No you do not have to call them by any law about car fires. But of course if your insurance policy states you are required to file a report then you may have to file one before they pay.

Many things have to be reported to the police for the insurance to pay.
They may be looking for evidence that you did not just start the fire yourself, so a report from the tow company may help.

Vehicle caught fire while driving. Fire goes out by itself. do I still have to call the police?
Yes, only if you are planning to put a claim through your insurance company.