Corrected entry: The characters who remain and get trapped in the New York Public Library, in spite of being largely well-educated, seem hell-bent on using the least effective fuel on hand (the paper of the books). Even if they did have to use that to start the fire, it would make much more sense to burn the wooden chairs, tables, desks, bookshelves, even the carpets for heat - which, additionally, would preserve the valuable book collection.
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Correction: Varnished wood doesn't burn as well, plus there's a near endless supply of books - not once do they mention that they're running out. The book collection isn't all valuable - no doubt the majority of books were just standard, widely available copies. Wood might technically be a better source of fuel, but the books are plentiful and easy to light, so why not use them? No real reason not to.