His teammate W. G. Grace found it very funny, apparently. "Couldn't get you out, had to set you on fire!"
https://www.espncricinfo.com/story/five-famous-people-and-one-cat-you-didn-t-know-have-espncricinfo-profiles-1221664
Cricinfo says of Conan Doyle: "Although never a famous cricketer, he could hit hard and bowl slows with a puzzling flight", which seems appropriate.