Compressed gasses are worse than fluids. I'm not sure if a water pipe even can explode - as soon as the pipe shatters there is no more energy as the water isn't going to expand. Gases will expand in the explosion and drive the pipe parts to more energy.
That isn't to say water/fluids are not dangerous. They can kill. However for the same pressure gases are much worse.
The city where I live has a district heating system using water, the temp in the mains is up to 130C or thereabouts. Occasionally there are failures, but they tend to be fairly undramatic. Due to the temperature the water flashes to steam when released. It's not recommended to go too close to the leak due to the risk of scalding from the hot water and steam. But no explosions like can happen with a hydraulic block in a steam system.
That isn't to say water/fluids are not dangerous. They can kill. However for the same pressure gases are much worse.