cause it's cool(wicked gnarly) would be the primary if not only reason beyond cooking and heat... there is always wanton destruction and waste but those motivations are a little malevolent and beyond the scope of what your discussing I think.
fire can be fun in a show or spectacle...
shimmy used to have a fire whip... basically a whip you soak in fuel and light.. it give's off big ass fireballs when you crack it etc... I used to do safety for that ish.. with an extinguisher and a heavy ass wool blanket on hand ready to smother errant flame.