The horses in the field at the bottom of my garden hardly flinch when fireworks go off.
Some cats are frightened, some aren't.
Most cats and dogs can be desensitised to unusual noises and loud bangs and every responsible owner should take the time to do it - it stops them being frightened during nearby building works, thunderstorms and fireworks and makes the pets calm and happier.
The PDSA sells a desensitising CD but others are available elsewhere. It takes time and patience but is well worth the effort.
https://www.pdsa.org.uk/pet-help-and-advice/looking-after-your-pet/all-pets/pets-and-fireworks