Legal fireworks are completely a waste of time. You have to hold them in your hand, so it’s probably more dangerous, and they aren’t even cool.
The good stuff that you have to go to New Hampshire for is a different story. Like almost anything, it’s much more fun when not done in a professional setting. Why do those states allow it? Probably because they have backbones and aren’t afraid of their own shadows like the blue states that want to ban everything good in the world.