This is VERY regional based... the more outside of the NJ/NYC/Philly area I go, the less experienced venues are with these, and more likely to reject them. There are some places where fire marshals consider these pyrotechnics and have sent out warnings to facilities. Until brides in that area reject venues because they disallow sparklers, they'll continue to keep that policy. I've seen it here firsthand, where venues held off on allowing them, but since virtually every other venue in the area allowed them, they had no choice but to do so. Of course, it doesn't help when brides present this option to their venue as "sparklers" and don't explain the technology. In some cases where I contacted the venue and explained to them with photos and videos how it looks and works, they approve it. I also dealt with this a lot for CO2 blasts before they became more popular.
As for how I handle it... it's in my contract that it is the clients responsibility to verify the approval of any enhancements. If it is not cancelled within 30 days of the event, they're responsible for 50% of the cost, and if it is deemed not allowed after I show up, the client is responsible for the full amount. If it's a venue I haven't been to, I mention it at the time of booking if they know if their venue is ok with it.