Everything needs to have a reason. Fireworks don't have a good reason, even ones that are professionally done. Just because its tradition doesn't mean it should be auto accepted.
No, everything does not need to have a reason! "Just because" or "I just wanted to" do not inherently make the activity useless, nor mean that it should be discontinued.
If an activity is harmful is some way, but not beneficial in any other way (just because one "likes" it doesn't count"), the reasons to ban it outweigh the reasons to keep it
If there is actual harm being done, i.e reason to ban them, then sure.
In the case of video games, I ironically agree on ban for kids on video games with online multiplayer. Kids should be forced to socialize in person in way greater ration that their online time to see that online personas are not real
In the case of sex before marriage, the opposite is probably true.