Fame
If you work in the movie industry or on television, you might think you'd have at least an outside chance at getting your name out there, and it is true that pyrotechnicians occasionally win Oscars (source).
But let's be honest here...until you clicked that link, you had never even heard of that guy. And he blew up the Death Star (the first time).
The only real fame that comes with being a pyrotechnician is the kind that comes when you do something terribly, horribly wrong. You really don't want that, so if you pursue this career, it's better to be safe than famously sorry.