Side window glass is made with “internal pressure”, it is called tempered glass, which means when the glass breaks it explodes as you describe and shatters into a zillion little roundish pieces. Surprisingly these glass bits don’t have sharp edges and rarely cause cuts to people. It is just a big ugly mess to clean up.
Extreme cold temps can cause the glass to shatter. I had this happen on a car overnight on a night when the temp was about 5 degrees. Likely there was a manufacturing defect in the glass, or a scratch, or small chip in the glass surface that contributed to the event - but the cold was likely the largest reason behind the window blowing out.