To hear a friend of mine tell it, a fire chief recently back from a three year job in Europe, fireworks are quite common and frequently used there without disproportionate risk to life, limb and property.
Lots of things are done differently in Europe. Just as an example, they use far fewer traffic signals, almost never use stop signs (yields are generally the rule to give one road priority over another), and favor roundabouts.
Why wouldn't this work here? Answer-general education level of the population. In Europe (and most of Asia) most of the population is generally far better educated than in the US. A high school degree is generally equivalent to a college degree here. As a result, you need fewer rules because you can rely on the general education level of the people to not do something stupid. Or at least to do stupid things far less. Speed limits in Europe are higher because drivers treat them as a maximum speed you may go under ideal circumstances. In the US we treat them more like a minimum speed. That's also why we use stop signs in the US instead of yields. We figure stop signs will at least get drivers to slow down a little. Same with the generally greater use of traffic signals. And forget roundabouts. I think they're great, but 90% of drivers here get confused when they see one. Sadly, with the level of driver training here, combined with the general level of education, we have to dumb things down to the point we script drivers for everything. Even then, we have a far worse record of road safety.
I don't like it. I hate nanny state laws just as much as the next guy. I wish we could at least maybe have some of the laws not apply if you pass a test to show you have a decent education level. I know that sounds elitist, but uneducated, ignorant people are why these silly laws get made in the first place. A cousin of mine mentioned once about a friend who enjoyed sticking firecrackers up the behinds of stray cats. And doing other really stupid things with them. This is why lots of places just outlaw fireworks. The cops can't determine on the fly who is and isn't going to use them properly, so they just confiscate them all.
As for the digs on blue states, these regulations have nothing to do with politics. In general places that vote blue tend to have higher population densities. To keep people safe, that usually implies some things you can do on an open range just aren't allowed in cities. I'm fine for example with the general NYC prohibition against carrying firearms, although I wish it were easier to keep weapons at home for home defense. I'm of mixed feelings about the ban on fireworks. It's not heavily enforced anyway judging by the racket I hear each year around July 4.