On the other hand both CMH and M-H lamps can explode a bit more violently, yet the outer bulb typically contains any projectile.
There the pressure uses to be way above 10 atm (lower wattage means higher pressure), so pretty high amount of energy there to propel the fragments out.
The "typically" does not mean guaranteed (unless expliciteky open rated), so not a good idea to operate such lamps without some containment measure. Mainly during fresh lamp overload (ballast failure,...) the explosions tend to be very violent, because the fresh burner tends to be very tough, so allows such high pressure to build up without leaking, so allow to accumulate really very high energy there.
The HPS may develop higher pressure in case they get overloaded (ballast failure,...), but first this tend to kill the arc due to too high voltage drop so too low OCV marging to sustain the arc, plus because the normal pressure is never supposed to be too high the arctube uses to be rather thin so ruptures/leaks sooner than any significant pressure so energy builds up there, so in a quite effective way prevent the explosion becoming so violent the outer wont be able to contain it.