If you set off fireworks inside the White House, right now, would you be surprised to suddenly meet the acquaintance of many armed men? Fireworks don't often go off in the Oval Office. Loud banging noises are therefore assumed to be gunfire, not fireworks.
If you set off fireworks on the South Pole on July 4th, would you meet police? No, and for two reasons: July 4th is a well known day for setting off fireworks, and the South Pole is far away from basically everything.
If you set off fireworks shortly before midnight, on a random Thursday in January, in a city that's famous for having large numbers of murders, should policemen assume it's fireworks, or gunshots?