We need to talk flash point and auto-ignition temperature. Liquid fuel doesn't burn. The flash point is the lowest temperature that a fuel can form an ignitable vapour. Diesel flashes at around +75C, Petrol (Gasoline) around -40C, LPG around -110C, and CNG around -190C. So while everything except diesel will flash at room temperature, CNG will flash first, meaning it is the most easily able to prepare for ignition. Plus, CNG cant be compressed into a liquid without cooling to -160C, which means when fitted to your car, you're actually carrying aroung a big tank full of combustible gas, ready to ignite. An LPG tank is only full of gas when you're about to run out of gas.
There is zero chance that any modern, correctly made, maintained and fitted LPG gas cannister would explode - not under any circumstances. Even shooting incendiary rounds at one won't work. The pressure relief safety systems combined with the high auto-ignition temperature will prevent it every time. The worst you could expect given a sufficient external heat source for ignition would be a violent (but pretty short) giant blowtorch cutting a hole though whatever part of the car the relief valve is facing. I assume the same would go for CNG, but it is stored as a flammable gas under pressure.
The auto-ignition temperature is that at which a fuel will self-ignite without the need of heat catalyst (a spark or flame) - think compression ignition diesel. CNGs only advantage over LPG is that it has both a slightly higher ignition point and a slightly higher auto ignition point, but neither of them is anywhere near as easy to ignite as gasoline vapour. Thats why LPG and CNG are safer than gasoline in a car accident, it's just so much harder to get them to ignite and burn.
