When using the cross bow with fireworks I have gotten some strange results:
The rockets when shot straight down seem to phase through the ground mostly, then teleport back up a distance above the ground
When doing the previous test above, I noticed as well that the rocket points in the direction of the camera, not the direction of motion/rotation
Skeletons don't pick it up nor do they shoot with it, I think the option would be nice if for nothing else, adventure maps
Does MC-137647 describe your issue?