When you use an ability like Nightblade's Ambush or Sparks with Heated Blades, abilities that increase the damage of your next attack, I would think it should increase the damage dealt by the entirety of Flurry. Or, for that matter, any DoT type ability.
I don't know how they affect other DoT's, but judging by my damage meter the damage is only increased on the first strike of Flurry. It would make much more sense and promote more synergy in the Dual Wield skill tree if a damage amplifier affected the entire next skill used. If you want the full effect of Heated Blades you would have to follow up with Whirlwind or Hidden Blade, cutting out half of the tree.
I don't know, maybe others don't feel the same, but it sure would make theorycrafting easier and make more sense to me.