I'm talking about WATER on leaves.
It will NOT burn. I have "only" tried with a 600W HPS though.
But I have never tried to make it happen on purpose, nor do I have experience with CFL's very close.
But it's common sense, or physics:
A perfect round ball of glass will focus all rays to a tiny point behind it, which will burn stuff easily.
This is because glass has a higher refraction-index than water, meaning it will focus the rays to a tiny spot.
The higher the refraction-index, the greater the effect.
Water will too, but out of focus - not only because of the lower refraction-index, but because water on leaves are NEVER perfect round balls, which means the focus is even weaker (the light intensity will be lower, and cover more of the leaf).
AND water evaporates before damage.
Also, the constantly moving leaves weakens the effect. (Fans, or outside winds).
edit: Maybe there are special circumstances, 4000 watts, water that somehow does not evaporate, or somehow maintains a nearly perfectly round shape. I guess it can be done, if trying hard enough - maybe with a "weird" environment.
Or maybe I don't define burn the same way as you.
But I stand by my words, it's another forum-myth.
If not, then it must happen so seldom that it's hardly worth discussing.