Why do scientific instruments explode when they don't work?

Answer 1

Fortunately, they don't ALL explode, or even usually. But sometimes they do, and it depends on the nature of the instrument.

Electrical instruments explode, usually, because too much current is going through some part of them. This creates a lot of heat, and heat can vaporize things, or make volatile stuff explode.

Mechanical instruments sometimes fly to pieces dramatically enough to count as explosions if placed under too much stress.

Some instruments are designed to explode, like the aptly-named Bomb Calorimeter. These are usually reinforced so that the explosion is contained to a sealed chamber, however.

Answer 2

For the most part they don't, unless they use explosive chemicals or high pressure. Most don't. Most don't explode. This is generally a stereotype based on too many tv shows.