Planes and helicopters do not frequently fail by exploding, but rather things like engines failing. An engine failure, even if it’s the only engine in a given airplane or helicopter, does not automatically involve a deadly crash. Airplanes can glide, frequently for very long distances, and helicopters can use the air moving across the rotors to effectively “glide” down. It’s not always possible, but they do have inherent redundancies that rockets necessarily do not.
Helicopters are actually even safer than fixed-wing airplanes this way: as long as the rotor system is working properly (i.e., it's just an engine failure), the pilot can autorotate and land on any nearby spot of clear land large enough for the helicopter, and can achieve a safe landing with no or minimal damage. In fact, helicopter pilots frequently practice this maneuver while in flight training.
Airplanes need some kind of runway, by contrast, and this isn't usually available within the glide distance. So they can "land", but it frequently won't be a pretty landing.
The main dangers with helicopter engine failures are 1) it happens too close to the ground, so there's no time to react and enter a safe autorotation, and 2) the pilot is too slow to react (low-inertia rotor systems are more dangerous this way, so helicopters like Robinsons are worse).
