If you don't remove the Fire Slime, you will fail to clear the Stage whether you have moves left in your play or not.

To remove Fire Slime, match the blocks with the same color as the block that the Fire Slime is on, or blow it up with an Item.
If the Fire Slime isn't removed, it will move closer to the dynamite one unit at a time, every turn.
Once the Fire Slime reaches the dynamite, the dynamite explodes and ends the Stage.
More Fire Slimes may appear in the Stage while playing.