Sasuke can add fire to his Susano'o, but Susan'o itself isn't covered naturally in fire. It's just a chakra aura that resembles flames (like most other chakra auras, even Guy's blue sweat).
The one attack we've seen actually penetrate a fully-formed Susano'o was Danzou's Wind-type jutsu. So we know Naruto's Rasenshuriken is more than able to threaten Sasuke's, as long as he hits it from behind instead of hitting the shield.
That said, Sasuke countered Danzou's wind techniques shortly afterwards with fire element while shielded by Susano'o, so we know that he's both aware of his elemental advantage and able to perform non-Mangekyou techniques with Susano'o active.