Three things.
First rockets have a few things that make them prone to going wrong. They need to be as light as possible, while performing to extremely high levels with extreme vibration. Sometimes, they cut too fine of margin, to prevent taking up extra weight that does nothing.
Second, every rocket design is different, which causes different unexpected issues. For example, SpaceX is making much more use of reigniting engines mid-flight, which other spacecraft don’t typically do due to the problems SpaceX is working through.
lastly, when something goes wrong, they have a system that explodes the rocket. They want the big explosion to happen as far away from people as possible. And a bunch of small light pieces falling will cause less potential damage than a large rocket. So they make the big boom happen as soon as they know something is catastrophically wrong.
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