I've saw pyro twice with Bon Jovi. In 2001 at the Dublin show during KTF and at Hyde Park (London) in 2003, it was at the very end and was a full on fireworks show. I think that was a one off due to it being a huge concert.

I think fireworks add a lot to a show, the crowd go wild and it just makes for a richer experience.

They might have stopped to save on money.