I can think of two possible reasons but obviously you will probably never know for sure or be able to prove why!
Glass oven doors have a heat resistant coating on one side, this MUST face inwards, ie towards the heat source.
I suspect its either been placed the wrong way round after having been taken apart, or if its an old oven, the coating may have been damaged, normally by cleaning with abrasive things like, wire wool or scouring pads.
Also possible, but rare, is if the glass has been removed and then replaced but not fitted properly, if for example there was a small piece of debris in one corner then this would cause the glass to 'flex' slightly and then shatter when it got hot.
Anyway, the glass is usually very cheap and you can replace it yourself without any labour costs. Parts are available on the internet for most makes. Just make sure you pay attention to the 'coated' side!
Hope this helps
Shane
September 2007