I mean, there is a clearly a reason for a large piece of expensive glass to suddenly disintegrate, but it could be a tiny crack from shipping damage or something basically unapparrent to the naked eye.

Don't beat yourself up over this at all, OP. As someone who has installed many tempered glass shower doors, they are known to occasionally explode for no apparent reason. The guy I work with had a brand new one explode in his hands while he was installing it, much as you described. Depending on the age of the door, you could call the manufacturer and/or installer to see if it might be under warranty.