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?