Distribution transformers (i.e. the small ones that serve homes or individual businesses) are run-to-failure components and they fail all the time. Most of the time, the failure is not as catastrophic as an explosion, because a protection system isolates the circuit and limits the amount of energy discharged through the fault.
For various reasons, it can be impractical or not economic to provide very sensitive, very fast protection schemes for distribution systems. An example would be single-wire Earth-return distribution systems which still exist in rural areas of the USA.
But rest assured, there are transformer failures on a daily basis all around the world.
In the UK we don't generally have transformers per home or business, but mainly larger ones that serve a few hundred homes, usually the size of a shed. I have seen one of those fail but it is not common.
For various reasons, it can be impractical or not economic to provide very sensitive, very fast protection schemes for distribution systems. An example would be single-wire Earth-return distribution systems which still exist in rural areas of the USA.
But rest assured, there are transformer failures on a daily basis all around the world.