We do run Force of Will, you know. And Misdirection is amazing against Pyrokinesis if you only have one threat on the board.
Pro-red creatures in my opinion are a bad idea, mostly because all pro-red creatures that Blue has suck. Badly. They might rock against Goblins due to their equipment carrying capabilities, but so what? They're awful in every other matchup.
What else are you going to face that's red and kills your flyers? Let's go down the list:
Lightning Bolt: You have a gameplan involving Chalice for 1. Get it down. Otherwise, Misdirection it. Same applies for Chain Lightning.
Magma Jet: Doesn't kill Sea Drake, Serendib Efreet, or Aquamoeba. Not a big deal. Same applies to Fire//Ice.
Devastating Dreams: Don't worry, you lose to Loam anyway.
Flametongue Kavu: Can be problematic as he kills everything in your deck, but with any luck and some Clouds of Faeries you can get SOFI Equipped before he becomes a huge obstacle. You can also Force him.
And...um, not much else. Therefore unless you're planning on facing hordes of Goblin decks, I wouldn't fool with it. The matchup isn't all that bad without the pro-red guys. Post-board you can Needle just about every form of keeping you off an equipped Jitte they have except Pyrokinesis itself, and if you've got a Counter for Pyrokinesis, you're set.

