I would think that it's got to do with the skin being thinner at the site of the stretch mark, since a stretch mark is the separation of the collagen fibers in the dermis (the middle layer). Possibly having to do with the production (or lack thereof) of melanin. I'm afraid I don't remember enough of skin anatomy to tell you for sure, though.
As for burning, you're using sunblock, right? Put it on BEFORE you go out in the sun, not once you're there. And reapply often!