The only photo I have seen that shows what you describe is the one seen at this
link. If I had to guess what happened, based on the nut being left behind while the connector is mostly missing, is that the connector melted rather than being explosively destroyed. But I suppose it might be possible for a jet of superheated gas to destroy the connector body and lug but leave the nut behind.
Another possibility is that internal elements of the battery were displaced enough that the connector plate formed a bridge between the plates themselves and got melted down or vaporized. With no kinetic energy involved, that could have left the nut behind.
I have seen pictures of wrenches and other tools that have accidentally shorted battery terminals, and what I see here is consistent with that too.