This is a great passionate way of supporting a team, but UEFA are right to not allow ultras who do this. It's far too dangerous to have ultras with pyros and who can cause havoc, especially if it is a rival match. It's a safety hazard to all fans too. And that is not what the non-ultras in the stadium want.
Legia Warszawa has a really brilliant Ultras section and when their section of their home stadium was closed from the 2nd leg of Play offs against Steaua (due to Bengals in the first round) they ignored UEFA moving to the other end creating this brilliant Choreo, ironic heart to UEFA who want the supporters in UEFA games to act like this
real electric atmosphere, showing the middle finger to uefa, (all hell breaking loose at 1:47)