Yes, good answer! Water never burns. Which is why it is used to prevent fires from spreading. Just because Hydrogen burns doesn't mean that a compound that is made up of Hydrogen must burn.
Note that a compound isn't just a mixture of two elements. A mixture can be separated via a physical change.

A compound can only be separated by making it undergo a chemical/electrical change. For example, you cannot separate the Hydrogen and Oxygen in water by just heating the water.