This is only likely in areas where large numbers of birds are nesting or roosting.

From the first Google result I got, per “Dr. Kevin McGowan, senior course developer and instructor for The Cornell Lab of Ornithology’s Bird Academy”:

In the end, Kevin emphasizes that fireworks most often serve as a nuisance to birds, not a danger. “Unless you have a situation where there you have a bunch of sensitive birds in one place, then it seems unlikely that it’s going to be much of a disturbance,” he says.