Physical Danger
You're working with fire and explosives. Your job is physical danger. You'll be reminded of that every time you meet a fellow pyro with fewer than the usual ten fingers, or two arms, or one head (just kidding). Crew members will trade stories about the time they saw a careless rookie lose bits and pieces because he didn't respect the safety precautions.
The danger isn't just for you, either. If you're running a fireworks or stage display, you're usually doing it for people to watch. The safety of every single person in the crowd is in your expert hands. Not to bring the room down or anything, but when the pyrotechnics are mishandled, bad things happen. The most important part of being a good pyrotechnician is remembering exactly what they taught you in shop class: safety first.