There have been a few cases of gas pumps catching on fire for some reason when someone was using a cellphone.
However it's not known for sure if the cellphone use was the actual cause of the gas pump fire or if it was some other thing such as simple static electricity buildup.
Static electricity buildup from your body when getting out of your vehicle while the pump is in the gas tank filling the gas tank up could cause the pump to get on fire.
But use of a cellphone will not cause a gas pump to explode.
Experts have studies this and proved this so there's not much harm in using your cellphone while using the gas pump.
Although I always leave my cellphone in my car when fueling up the gas tank and then call someone back later or make a call later.