I agree I live by the coast and many of them get let off over the water and across the bay but the wind direction can sometimes have other ideas.
There have been other problems around here along with the obvious fire hazard, including where they've prompted the launch of the lifeboat on a false alarm after being mistaken for a distress flare and sheep and cattle getting into trouble after swallowing the remnants of the wire that gets left on grazing land.
All in all it seems like a stupid fad as they didn't seem to be seen around here until a few years ago.