Thank-you Miller. As usual, you speak sense.
This may not be the result of an incorrectly loaded shell at all, rather a correctly loaded shell that performed incorrectly.
Modern primers are very reliable, but I've found them not to be 100% reliable. I've found several WW209's in the primer tray without priming compound, and have had several others over the years that did not fire. One wonders if sometimes a shortage of priming compound or perhaps a faulty anvil could lead to incomplete or two stage ignition of a shell with catastrophic results.
This sort of thing would leave no forensic evidence.