As I read in some answers to other questions they should not explode, is it true? Why is that? Is it because they have a safety valve or just because they are very strong?
At beer pressures, a keg cannot explode. It's designed to take much more pressure - rated to around 120-130 psi. Even at failure, the seals will fail rather than the chamber itself. Failing at standard beer pressures will be as a leak (pinhole or crack).
Which isn't to say they can't explode. It's a sealed pressurized vessel - so it could explode or implode. It's just not normal for beer to rapidly reach the pressure required to cause an explosion (or for outside pressure to cause an implosion).