There ARE non-percussive fireworks. In the fabrication of fireworks, the explosive noise is one part of each unit, and the color display is another part, so you CAN have colors without sharp noise. There are places in Canada that have chosen explosion-free displays.
Rock-climbing is about going up a rockface. Rappelling is about going down a rockface. Goat implies that Rat will find himself falling down rather than climbing up.
It may be about the political squabbles over the southern immigration border…?