Hay is typically wet and holds into moisture, and this is definitely made of hay no doubt. That said, hay isn't normally flammable. The flammable stuff not in the picture is straw.
Hay is flammable if you try hard enough. Had a neighbor that caught a tractor on fire next to a stack of 500 bales (large round bales, about 1400# apiece). They all burned and nobody tried to put them out, it was a hellfire.
Hay is normally put up at about 12% moisture. Wet bales catch fire because they rot and spontaneously combust.
They cure dry in the fields to a certain moisture content and then they are stored in a hay barn with proper ventilation and room. That shit in that picture won't light but sure, any dipshit can add enough accelerant to something and it will burn.
Those bales are pretty new, so they'll likely sit in the field drying for a while and definitely won't be easy to light. But hay is absolutely flammable once dry, my friends and I almost burned an entire field because someone was lighting dried loose hay on fire while we were playing on them