Is a firework safe just because it is considered ”sane”?

The build up to July 4th, you hear the same thing every year, only use ”safe and sane” fireworks because getting caught with the big, loud stuff can get you ticketed. Can any firework be safe just because it is sane? What does that mean? Is a firework unsafe because it is ”insane”, what about unsafe ”sane” fireworks, which ones are those? Fireworks, or fireworks, if used the wrong way even a Sparkler can do damage.