Using the explosive material, his early work Ascending Dragon: Project for Extraterrestrials No. 2 (1989) shows the scorch marks of a lightning bolt that has shot up a mountain from the perspective of alien visitors from above. In the piece, Cai fuses the Eastern and Western art worlds: the mountain is Mont Sainte-Victoire, the French peak made famous in Paul Cezanne’s paintings, while the dragon is the quintessential symbol of China.

That impulse to act as a lightning rod for cultural fusion took Cai to Japan, where he lived for a decade, then New York, his home since 1995. His audacious, spectacular outdoor performances have caught the world’s attention since the 1990s and he has had more solo exhibitions in top-tier Western museums than just about anyone else of his generation.

Since 2017, Cai has shown at the Prado in Madrid, the Uffizi in Florence, in the ruins of Pompeii and at the Pushkin Museum in Moscow as part of his round-the-world exhibition series “An Individual’s Journey through Western Art History”, in which he pays tribute to his “Western teachers”. At each stop (except Moscow, where fireworks were banned), sparks flew, literally and symbolically, as he responded to the past by making new works on the spot.

Now, he has taken the exhibition series to Beijing.

Both Cai and the show’s long-distance curator Simon Schama are quick to bat away any accusations of nationalistic intentions. In 1986, the young Cai wanted to go and study in Japan but had no money or contacts. A friend working at Beijing’s Palace Museum volunteered to be his financial guarantor and introduced Cai to the then deputy director of the museum, who lined up meetings for him with artists and dealers in Japan. For Cai, the “home” in this homecoming is the Palace Museum, the launch pad of his great adventure as an international artist.

For Schama, Cai’s “return home” via Japan, the US and Europe is a way of transcending the common equation of home with a specific territory. The English historian (speaking on Zoom from the US, unable to see the exhibition himself), says the two men are in one mind over the concept of home: “Home is the world, the world of free imagination.”

Such sentiments, once almost trite, have been overshadowed by the ugly nationalism created by the pandemic. Even with the best of intentions, “Odyssey and Homecoming” has been taken over by national agendas.

Like Moscow, the Beijing stop also requires Cai to curb his pyromania because of the fire risk that a live explosion would pose. Cai says he would have loved to set off massive, loud explosions over the Forbidden City. Instead, there is his virtual-reality film called Sleepwalking in the Forbidden City, of pastel-colour fireworks bursting over a white-as-snow palace compound, co-produced with HTC Vive Arts, a Taiwanese company known for its high-quality VR art projects. (There is also a white miniature model of the Forbidden City shown in the same gallery, with marks left over from a real fireworks explosion that Cai conducted in Hunan province just before the exhibition.)

Cai has always worked across different media. He admits that this experiment with VR, while eye-opening, has a way to go before he works out how to tell stories properly in this medium. Real fireworks, like having real sex, cannot be replaced by a digital version, he says.

The bulk of this extensive retrospective is shown in the full glory of the museum’s historic galleries; in the large paintings, the full impact of the “dialogue” between old and new can be properly appreciated. For instance, Day and Night in Toledo (2017), a reference to the Spanish city where Greek painter El Greco lived, shows the brilliant outline of the city threatened by dark burn marks of black gunpowder. It is such works, which reveal the underlying tension between Cai’s irrepressible joie de vivre and his history-wearied old soul, that have made Schama such a fan.

Schama despairs of contemporary art’s “addiction to the facile”, he says, and Cai’s art has been a revelation. A couple of years ago, he had the chance to witness the artist at work in New York, when Schama interviewed him for an episode of the BBC documentary Civilisations. He says that Cai’s works are always performances that bring the audience in. His art tackles grand, universal themes but remains invitational. It is “serious without being austere”, he says.

The tone of the Beijing opening was serious and definitely austere. There was scarcely any pre-opening publicity released to the international press and it was only when government officials started delivering speeches outdoors, in temperatures of minus 10 degrees Celsius (14 degrees Fahrenheit), that it became clear that the exhibition is meant as a promotion of the 2022 Beijing Winter Olympics.

Every speech began with a declaration of how the exhibition represents the spirits of the games and a tribute to China’s cultural heritage. Zhang Yimou, the film director in charge of the 2008 Beijing Summer Olympics opening ceremony, was among the attending dignitaries.

It seems that as soon as he entered Beijing, Cai’s personal project became wrapped up in a national one. He’s been here before. Unlike Odysseus, Cai has never been an exile.

Like Zhang, Cai was involved in the 2008 Olympics ceremony and designed the memorable giant “firework footsteps” in the sky. Then, in 2014, he masterminded the fireworks that helped launch that year’s Asia-Pacific Economic Cooperation (Apec) forum in Beijing. And now, he is helping to promote the Beijing Winter Olympics which, as the latest issue of The Economist points out, is a highly politicised event.

These government commissions led Chinese-American artist Jennifer Wen Ma to make a biting observation in Sky Ladder, the 2016 Netflix documentary about Cai. There is a big difference between his early works and these propagandist projects, she said. “One is in-your-face challenging of the status quo. The other one is servicing, entertaining.”

Cai is very aware of how these collaborations are seen as selling out, but he keeps coming back for more. Just what is he trying to accomplish?

“Coming back to China does not make this a national project,” he says. Pointing to his own speech on December 14, in which he compares an artist to a ship, he says: “It stops at different ports [like museums]. The Palace Museum is an important port in my artistic life. But a port is not a ship’s home. A ship’s home is the ocean, and eventually, the bottom of the sea.”

The Palace Museum, he says, has its own tradition and rules, which he has to respect in order to show his art there. But he sets the agenda.

“I don’t see this as a cost to my art. It helps me grow. Of course I can just paint and see the value of my paintings go up in auctions. Of course I can live off sponsorship by luxury brands, and post for lifestyle magazines. But I don’t just want that,” he says.

And his agenda is firm and straightforward. “At this time of globalisation’s retreat, the dialogue has to go on.”