My initial thought is that it appears to rely on buoyant forces, and that if you start trying to suck useful heat out of the cylinder walls, they will change.
Yes I saw it too. Heat extraction (e.g. turbine) would have to be located downstream somewhere, and the walls kept insulated. I don't remember if the article discussed the flow rate range for the combustor, either, and I would imagine it's a fairly narrow one. Good for ground power generation, not much good for motive power (throttling).