[adrian_b]

Some meteors do explode.

The meteors made only of iron alloy and/or silicate rocks do not explode, but they may fragment into many smaller bodies.

The meteors that contain great amounts of volatile substances (water, carbon compounds and sulfur compounds) may explode if the interior becomes hot enough to convert the volatiles into gases. When such a meteor rich in volatiles fragments, some of the fragments may explode, while others may reach the surface of the Earth intact.

[jojobas]

This fragmentation is not violent and it's not what produces the shockwave, the term "break up" is more appropriate.