I've spent a bunch of time trying to figure out how to properly get the Fireball|Instant Pyroblast cast to not lose the Heating Up buff when the Fireball crits and the Pyroblast doesnt.
I actually created a mage on official WoW yesterday to try if it works, it does.
There is a small timeframe (about 0.2sec) that prevents the Heating Up buff from dissapearing, if two spells hit nearly the same time and the second one landing doesnt crit.
This feature missing is nothing gamebreaking but it would be really nice if something like that could be implemented.
I hope this was understandable :)
-Tazzmani
Edit: This is on 7.3.5