From what I can tell, fireworks after being launched by player, could also be by dispenser, etc., can become stuck in position after coming in contact with a block if in unloaded chunks. You cannot remove them. They play the audio of a newly launched rocket and emit the particles of one being used to fly with an elytra when you use a rocket to fly with an elytra nearby. 

When flying through a tunnel, I accidentally used a firework on a block, then unloaded the area before it could finish launching. Also, I accidentally used one on a block before going through a nether portal. Now when I attend these areas, there is an entity of a firework stuck to the ceiling, and when flying past the one in the tunnel, it emits the particles as if it was still being fired. I imagine this could create a lot of lag, so I would be happy to see this bug removed