Hasn’t Bay heard of CGI?
Of course he has. What do you think he uses to make those unwatchable fight scenes? Actually, modeling CGI fireballs is one of the harder tasks, and very costly. It’s way cheaper to set off the real thing, even in difficult locations like DC. You can always use CGI to change the background. Even the big explosions only cost a couple thousand dollars, as opposed to tens of thousands (and many hours) to model it on the computer.