Pyro is great as it is. While it can easily be said that pyro is a support type class i believe its damage out put is way above what a normal person can get if done right.
The puff and sting combo I use with the shotgun is pretty simple to do and does the most constant damage, but does tend to piss off hales to the point of them raging.
Then the flare jump coupled with the air blast jump makes it easier to get away while greatly increasing the chance of getting a goomba. This attribute is lost to most other classes that don't have an easy way of getting into the air.
Plus on top of those ways to play pyro you can use the powerjack to gain an overheal buff that will make you survive a hit from hale which is a big deal in case you fuck up a combo.
Taking in account the already in place ways of getting massive damage it would (IMO) make pyro way too powerful if it got a buff.