I think it's a rather sweeping statement to say that they explode at EOL. Certainly they can, but it's extremely rare and shouldn't really pose a problem if operated correctly and replaced before they have the chance to get anywhere near EOL. It's never a good idea for any discharge lamp to wait until it dies before replacing it, anyway.

Here is a document on the subject that you might find interesting.

As to life, that's subjective. What do you consider short life..? Some lamps can last 20,000 hours, which at 8 hours use per day comes out at just short of 7 years, which sounds reasonably long to me.

Ok. I was talking about the MH bulbs that only last 10,000 hours or less because that's all I can find where I live.

Well 10,000 hours is still reasonable, you'd likely get 3 or 4 years or so out of it. It depends I suppose on what you're using it for and how difficult it is to get at it to replace.

Probably the only lighting that has scared me was my mum’s sun lamp!
I was about 9, when I first found the bare mercury tube ballasted by two infrared heater tubes fascinating, sadly at 9 I didn’t understand UV radiation, and duly paid the price at 3 the following morning with the, ‘wire brush in the eyes’ results of long studying bare discharge tubes!

I’ll never forget that awful smell of ozone with that night of hell either!

What lighting scares me? I once saw EOL fluorescent tubes in a abandoned building that still had power with the fluorescent lights somehow still on. The tubes either dimly flicker or glow orange around the ends, which was creepy particularly in a dark hallway.