@whitequark just dug up some details. the TL;DR is various military and militia groups started detonating small barrels of gunpowder as a public spectacle as part of the celebration, somewhere around the third to fifth year of the celebration, and that probably kicked off the fireworks connection once they became available.
@gsuberland @whitequark which leads to the follow-up question, "why did the military think it was a good idea to reenact an attempted coup as public entertainment"
@ratsnakegames @whitequark my guess would be that the primary motivation was "big bang = fun", with some vague post-hoc ironic symbolism as the justification.