I don't feel that the adhesive from the spray glue helps stop burning at all. I can say this from my own experience. But then again - I only use very light coats so I may not be the best one to offer an opinion. I also can attest to the effectiveness of the packaging tape or painter's tape preventing burning. I have had pieces where I got a little "lazy" and left an edge or corner without tape over them, and as soon as the blade travels through that area - the edges burn. This happens with oak, maple, walnut and many of the other wood that I use on a regular basis. You should also give it a try yourself. As soon as you travel back into the taped areas - no burning again. The evidence was good enough to convince me (and I am reminded each time I "miss" an area!)
As far as the spray and patterns directly on the wood vs. a layer of tape first - I had not done this prior to three years ago when I attended a wood show in Saratoga Springs, NY. Some of the other scrollers have done it and it really made things easier for me. Here in Canada, the quality of the brand of spray wood glue we used has really been erratic. Sometimes it came out in strings. Sometimes blobs. We bought (MANY!) cans of fresh from many different places and even tried other brands, but we found our results to be spotty at best. I can't tell you how many partially used cans I had to throw out. I got tired of returning them and the stores probably thought I was trying to scam them!
I suppose it depends on what YOU find works for you.
I also have used full sheet labels which are not expensive. You can find them on Amazon pretty cheap and they work great at well. Just be sure if you get the "super stick" ones to 'de-stick' them a bit before applying. They can be stubborn if they hold too tightly.
I like the painter's tape when I want certain and consistent holding. Yes - it is not perfect for everything, as others have said. I agree with them too.
Your best bet is to try some of these suggestions from everyone and figure out what will work best for you based on cost, availability, what type of project you are making, and your own personal preference.
Isn't it GREAT that we have so many WONDERFUL choices?
Let us know what you like as well.
Sheila