Are you sure of it.? Of course, laws could be different in the USA (or in some US states) , but since magnesium powder is easily available here (I used to buy it in shop selling stuff for parties), I would assume it’s not generally speaking considered as highly dangerous stuff. Not anymore than fireworks, for instance.
Though I seriously burned my fingers once using it, out of sheer stupidity. Having forgotten to bring a detonator, I tested various stuff to make a “fuse”. In an ashtray. I warned everybody about the ashtray and kept it close to me in order to avoid any accident. Later on, I was told to come in a hurry to prepare whatever small “special effect” I had planned. I was smoking, and you can easily guess where I inadvertantly put out my cigarette.