Well.... Ya see, Kefka isn't really that built. I mean, most bad guys are buff bastards, like Sabin. But Kefka is actually kind of lanky and goofy. Everybody kicks his butt all the time unless he uses magic.
In full knolwedge of this, when Kfka rips off his shirt, raises up the firy wings, and makes himself look like a veritable wuss, he becomes totally unintimidating.

It's a reverse psychology thing. Sabin almost dies laughing, but, unfortunately, he just can't quite keep that humor the entire time Fire 3 is consuming him. So, like everybody else, he dies screaming before the malign, disgusting monstrosity against nature that is Kefka.