The Tunguska event exploded at 5-10km, with the power of 1000x Hiroshima's (sad that that's a unit of energy now)... and would've taken out a city had it have hit one, rather than Siberian forest (it levelled a 46km * 46km area of trees). So, these things are definately capable of doing a lot of damage.
Apparently, kiloton-equivalent air-bursts occur in the upper atmosphere (at safe altitudes) around once per year!
Interestingly, this 2013 meteor is apparently a "once in 100 years event", and Tunguska (a megaton-level event) was roughly 100 years ago, so it was fairly on time
I'm not sure about how the explosions occur, but like with anything moving extremely fast through the atmosphere, the increase in pressure in front of the object generates a hell of a lot of heat. I've had a stone barbecue crack and fire out bits of shrapnel explosively due to heating just from a wood fire, so I can imagine that with enough heat you could explosively vaporize a giant rock...
A Russian meteor could conceivably explode if it was a Korean nuclear long range missle test, or if it was a telecommunication sattelite from the Cold War equipped with half a dozen missles coming down. You don't really know what it was, do you.
Care for Occam's razor?