They don't spend money on Pyro. Its from the effects department in Universal. Its part of their entertainment contract with Universal. TNA can only use licensed and registered firework display from the on site special effects lot. They get access to it when they put their name down to film at the studio. They get it alone with the lighting and LED screens when they sign a contract with Universal. Its why the pyro is so piss poor. You literally cant use anything more powerful because the ceiling is so low. Its the safest effects. If it wasn't free TNA probably wouldnt use it at all. I dont believe they use it outside the Impact Zone.
Watch the on-the-road PPVs before 2010. They all had pyro. They stopped using pyro when they changed their entrance set at BFG 2010.