NOTE: paraphrasing what i have heard from a genious...
The Pyro is the complete embodiment of the internet and internet culture, why?
1. Anonymity: You never know who's posting in your threads, chatting with you etc, just like how you never know who the pyro is.
2. Being a pyro: Get flamed, like getting flamed in a post. (was told more accuracely by the genious)
3. Check out the taunts:
3a: Flamethrower taunt seems like the Pyro thinks he/she is totally bad-ass for no real reason.
3b: Flare guin taunt is a haiduken or kamehameha, agian showing his/her nerdiness in games/anime
3c: Playing air guitar with fireaxe. makes the pyro look even nerdier and makes him/her look as if he/she is playing guitar hero. thus agian showing off his/her gaming skillz.
so, I say that the pyro is "that guy" or "the troll" of the internet. Someone who doesn't fit into any nationality, but fits a characteristic that would only be known to those who play Team Fortress 2.
agian, thats paraphrasing some guy who told me who the Pyro really is.