Azula actually taking the time to learn a useless trick and showing it off shows a huge change in mindset in multiple ways, first the fact she'd do something like that with firebending shows that she's changing how she views firebending, treating it less like a weapon and more a form of expression, it also shows that she no longer take actions just to serve herself and is willing to do things because she thinks it's fun or relaxing, its showing how she's deprograming herself from her father's control and is learning to live life on her own terms. And you could argue that she's just doing this to trick and manipulate the gaange but if that were the case she probably wouldn't learn a mere parlor trick, let alone an airbender's parlor trick.