Bran Stark & Night King Facebook

Game of Thrones season 8 episode 3 "The Long Night" showed Night King's army attacking every living being in the North. In the mid-episode, we saw Daenerys Targaryen ordering her dragon to burn Night King but it somehow failed to do it. In the end, it was Arya Stark and her Valyrian steel dagger which did all the work. So, why was Night King unharmed after dragon literally tried to burn him?