The light diffusion coating of good quality integrating spheres is actually surprisingly expensive. It is typically made from barium sulphate with a reflectivity set to 80% - this material being used on account of its relatively flat spectral reflectivity as a function of both wavelength and wall temperature, and to ensure the necessary number of internal reflections for the integration principle to work correctly with light sources having different luminous intensity distributions. Without that, it would be necessary to calibrate the sphere differently for different lamp types and power loadings (which is sometimes still done where greater precision is required). At the last time I had to order some of this paint, its price was a little under €2000 per litre - as such, for many years most of the lamp companies used to manufacture this paint themselves in their own chemical labs. I had to make it a couple of times during training in my earlier career, quite an interesting process!
If the sphere is large enough, a lamp explosion is usually not too problematic because only a very small percentage of the inner surface is damaged. More of a problem are the shards of broken glass which have to be cleaned up each time. The barium sulphate paint has very poor adhesion, and can be brushed away with light contact. It is out of the question to clean the inside of the sphere with any kind of brush, so the pieces had to be picked up by hand or vacuumed away.
Re-calibration is pretty simple - just install the reference lamp, give it 30 minutes to stabilise, and then scan the reference spectrum again. This is done every few days or weekly anyway, to monitor the stability of the sphere as ambient temperature and humidity vary, but then using a checking lamp rather than the actual calibration master. Since air conditioning has become the norm in recent years, sometimes the spheres can run for months at at time without need for re-calibration.