Pyrolysis fared poorly in his upbringing from his parents and peers. He was bullied heavily by the other dragons for not being able to breath fire, he can only release smoke, and for being physically frail. He has broken every single bone in his body, twice, all from being tossed around, literally, by other dragons. At some point, he was kicked out of dragon society, forced exile and not allowed to come back. At first he was saddened by this, but he quickly realized he was better off without them. He was more than old enough to fend for himself.
He eventually found himself in pony society, and at first he didn’t fit in well, but he quickly found his niche and took on odd jobs that ponies couldn’t do easily or at all. His smoke breath may not produce fire, but it is still hot enough to cook food, warm things up, burn wood into charcoal, all kinds of things. In addition, his tough scales make him more than capable of handling dangerous environments ponies could never dream of without layers of protection. Over a few hundred years and dozens of odd jobs, he’s lived comfortably with ponies and has never looked back to where he came from. He’s far better now than he was before.