I only seen once a MH lamp punture it's outer bulb but that's because it was used with wrong ballast and under driven other than that they just green out or stop working quietly. Maybe those used in the US with the transformer ballast are at higher risk of exploding because the ballast is constant wattage so giving same power to a failing lamp?

The CWA ballast is called "constant wattage", but it is a constant current device. So higher the load voltage, higher the  real power delivered to the lamp. And indeed, as the lamp tend to overheat at the EOL, the pressure rise, causing higher voltage drop, so even higher power feed into the lamp, so very nice stage for a thermal runaway...

Now there is yet another difference: The CWA ballast uses a series LC operated below the resonance as a ballasting impedance. That mean one thing, which could be both good and bad: During the current zero crossing, the voltage across the capacitor sum up with the mains, providing ~2..3 times the normal OCV (OCV = no lamp rms voltage) for the arc to reignite, while the series choke provide only 1.4x the OCV (just the peak/rms ratio). That mean the CWA ballast is able to maintain the arc way longer than the EU style series choke. That mean way fewer unwanted extinctions, but as well more likely a violent failure.
In other words: As the lamp degrade, the EU style series choke is way sooner not able to maintain the arc, so the lamp extinguish way before it's structure fails. As a result, the lamp start to cycle, generating extra stresses at lower temperatures/pressures, so the arctube give up (if it ever does so) at way lower pressure, so the outer is usually able to hold it (but it is still not guaranteed except open rated lamps).

Does this mean that in Europe, the HID lamps produce more visible flicker ? When I last visited France, the SON street lighting had more pronounced flicker (especially when looking at buildings from a moving car) than here in North America. I thought it might be due to the lower frequency of 50 Hz, but your explanation may provide other reasons as well. I also noticed more pronounced flicker with some switch start lamps compared to switch start here.

The 50Hz frequency here mean 100Hz flicker, compare to 120Hz in North America, so that could make some difference.
I don't think the ballast will cause any significant difference. And if some, it will be the opposite: The lower current crest factor of the series choke would mean less pronounced flicker than the CWA.
But as you observe less of the flicker in North America compare to Europe, the frequency will likely play more significant role, at least for you...

Well guess what? Some 175 watt medium base mercury lamps popped up on Ebay. See this topic.