Hmm, this is actually a very interesting question that I've not seen asked before. The answer may be simple, but getting there is somewhat complex.
If the firework effect sound is considered by Yamaha to not be ok to use, then by logical extension, the basic keyboard sound would have the same problem. So, either all of the audio is fine, or none of it is fine. I think it is unlikely that none of it is fine.
Generally speaking, companies need to purchase specific licenses to include audio samples in devices for consumer use. That doesn't necessarily grant further use of those audio samples by the consumer in commercial applications however.
Here's what I would do. Find the manual for the keyboard. Read the whole thing and see if you can find any mention in the legal mumbo jumbo that talks about commercial use of the product. You probably won't find anything. If that is the case, I would operate under the assumption that you are in the clear. And if any future issues arise, I would use the above justification. By purchasing the keyboard, which is a musical instrument, you are operating under the assumption that sounds included are safe to use as nothing to the contrary can be found. You could also ask Yamaha, as others mentioned by way of a support email but I think you'll find that their support team is stumped by your question.