Had a "mishap" many years ago where I was changing out a solenoid on my Chevelle. After re-mounting the header I failed to notice the battery cable touching the header tube.
All was well until the headers heated up and burned through the insulation. I heard a hissing sound followed by lots of white smoke.
After scrambling to get a 5/16 wench to undo the cable, I cranked on the neg side terminal (which was very hot at the time) and the whole thing pulled out of the battery. (melted the casing)
Casualties were the battery and both cables insulation fried off. And of course the obligatory ribbing from my buddies.
I pay better attention now though.
As far as exploding batteries, in the case of lead acid types, over charging and fire are more likely to cause an explosion than rapid discharging (Granted rapid discharging can certainly make other stuff explode / catch fire).
We had a kid that worked at the paging company I was an engineer for who had hydraulics installed on his POS Geo. One night the hydraulic system shorted out and lit the interior off. The batteries then exploded one by one in the resulting inferno. None of them exploded from the short.