Yes, male honey bees (drones) do "explode" when they mate in a manner of speaking. During mating with a queen bee, the male's endophallus (their reproductive organ) is explosively everted and left inside the queen. This violent process causes the male bee's abdomen to rupture, resulting in his death shortly after mating. The male's testicles essentially "explode" as part of this reproductive act. This mechanism is believed to be evolutionary, as the exploded penis tip remains in the queen and prevents other males from mating with her, thereby ensuring the first male's genetic material is passed on. The male bee does not survive the mating flight, dying soon after from this physical damage.
Additionally, heat stress can cause male bees to convulse and "explosively ejaculate," which also results in fatal injury. Researchers have found cooling hives with polystyrene covers can reduce this risk during heat waves.
In summary, the idea that male honey bees "explode" when they mate is a real and dramatic phenomenon related to their reproductive anatomy and behavior.