A glass baking dish can explode and break for a few different reasons.
If you put the glass baking dish directly into the oven after removing it from the freezer or refrigerator then the sudden change from cold to hot can cause the glass baking dish to explode.
Or if you put the glass baking dish into the freezer while it's still hot the glass baking dish can explode.
Then there's another reason for a glass baking dish to explode in the oven and that could be that the glass baking dish had a crack or a few small cracks in the glass baking dish that you may not have seen.
That can then lead to the glass baking dish exploding.
When the glass baking dish is heated or cooled rapidly, different parts of the the glass baking dish expand and contract which can also lead to it exploding or breaking.
Some glass baking dishes may also only remain safe up to a certain temperature so it could be that the heat is too much for it.
That's one reason I hate glass baking dishes and prefer to use aluminum or steel baking dishes that I don't have to worry about breaking or exploding in the oven.