What can make a ceramic capacitor blow?
Ceramic capacitors (expecially older types) suffer from micro-cracking.  Any mechanical or thermal stress can cause them to crack internally allowing conductive parts to meet, where they should be isolated.
Also a high voltage can cause dielectric breakdown, where the internal insulator fractures or carbonises. This can be caused by a really large static discharge or a lightning strike.
Both of these the initial failure is not the cause of the visible damage.  The fault causes the capacitor to become a conductor and the resuting high current from the power supply causes the sudden obvious failure.
The capacitor stops being an insulator and instead becomes a sort of resistor.  Power dissipation in that resistor is the actual cause.