CRTs have to maintain a near-vacuum inside IIRC. So it's probably a matter of safety to make them strong; if they're too delicate and get mishandled, they implode and some hapless consumer gets a face full of glass.
Wouldn't imploding rather than exploding prevent the face full of glass? But I suppose it has to be pretty strong to maintain that vacuum even if they assumed no one ever touched, moved, or got near it.