I believe I cracked the code of why the fireworks won't show when you complete the three rings, at least in my case. It is not simply a bug. It is a systematic design failure that's too subtle for Apple to notice and fix.
First of all, I have turned on all settings that should allow the fireworks to show. So it's not about the settings.
The real reason is that, when you complete all three rings, if you also have a streak record, or achieve a 200% 300% or 400% move goal completion, the systems sends out an additional notice along with the three-ring completion notice, which cancels the fireworks.
That means, if you, for example, are on your longest streak of your workout, it's very likely that you won't see the fireworks because the system will rush to tell you that you achieve a streak before it tells you that you completed your three rings, and pooff... your fireworks won't show!
My own customized solution for to this is that, which is unfortunate, I set my Move goal to 10 calories a day, which is extremely easy to achieve, so that I can complete this goal and 200% 300% or 400% move goals in like an hour or so, as well as the longest streak, so that the systems sends out all these notifications way before I complete the rest of the rings. While my actual move goal is 600 calories a day. I then complete the stand and exercise goals later. I set the exercise goal as one hour, but I'll keep the timer of exercising even when it goes beyond one hour, until I burn 600 calories, and then I end the exercise. If by then I already complete my stand ring, then the system will show the three ring complete notice while playing the fireworks animation.