Craig they are not illegal in PA. I'm from there also and have bought them here. Where you might run into problems is. one the stores in your area might just be being cautous about the fireworks laws and don't want the hassle so tell you they are illegal to shut you up with out loosing your business. Two it might be that the local law enforcementfolks might be a tad over zealous. In fact I think PA boating regs require arial flairs in boats over a certain size. So how could one state law require something not allowed by another state law. Not if you get caught using them as fireworks and not as an emergency device. That is a whole different kettle of fish.
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When in danger or in doubt
run in circles scream and shout
RAH

And always remember TANSTAAFL