Tough to say exactly but it is either because of interstitial pressures or a very fast temperature differential. In this case, probably a combination of the two.

Here is my experience with what happened to you. On certain insulated glass packages, after the glass goes through the oven that seals the unit and it begins to cool, this happens. As the sealed unit cools, the glass units begin to hour glass - or bow toward each other. You may have noticed this affect on houses or other buildings in your area.
In your situation, you burnt cookies which probably heated up the room. When the window was opened the hour glassed units contracted, the two lites of glass contacted each other and shattered.
This also happens as windows are tested. The window/door is put under loads and sometimes the glass contacts each other and literally explodes.
Just speculation.

It's possible the inside pane of glass became very warm. When glass becomes warm, it expands. When the window was opened, it was exposed to a sudden blast of cold air and the glass contracted quickly causing it to shatter. I had something similar to this happpen a few years ago when we got a cold front moving thru and the cold air and rain hit a tempered glass table on my deck and caused it to suddenly shatter.

Either that or The Flying Cookie Monster was punishing you for the burnt cookies.

In either case, don't do that again!

That's a good answer by "sky". We've seen glass break in the same respect on projects, while we are still constructing. Deep soffits will often shade a cold upper portion of window's glass. If the afternoon sun moves over the top of the house and exposes the lower portion of the western elevation's glass to an excessive amount of immediate heat, the glass will sometimes crack.

As mentioned in Sky's post, the phenomenon is know as thermal shock.

Does not sound like very well-tempered glass, nor a well made window unit. Imagine if your Pyrex measuring cups behaved like this.

They can make a tempered glass 2-pint measuring cup that safely goes from freezer to oven for $5, but not a much more expensive window unit that will handle the typical daily environment of cold and sun? Is it physics, or the corrupt doings of The Glazing Cartel? (I jest not about The Cartel; in specialized applications/locations (e.g. HVHZ), the # total of suppliers is often 1, or at most 2.)

We The Consumers are perhaps not getting our hard-earned $$ worth. Often a class-action suit by the Attorneys General of several states is just the ticket to get the QC dept. to tighten things up a bit. ;')

Sorry about your exploding window. Hope your landlord is not an *-hole about it.

One hears so many sad tales of the whiz-bang double-pane offerings. I always did fine, in PA and CO, w/ single pane windows, supplemented by storm windows... of course the rapid airing of the kitchen scenario becomes a tad more problematic... pros and cons, no simple answers.

Was it an Andersen?

Thanks for the replies, I had about forgotten I posted this!

The inside of the window was not hot at all. It was only 68 in the house, it wasn't sunny outside, there was no fire from the cookies, just a little smoke from the oven, etc. I would be amazed if a window can't handle a 38 degree temp difference. That's terrible! I really can't imagine it was a temperature shock, especially because it didn't happen until the window was closed.

Any other ideas?

We had a double casement argon filled Andersen bedroom window implode into room like a loud expolsion. Glass shards everywhere. Family member was in room 10 minutes previous & would have been seriously injured. Nothing hit window from outside. Any ideas as to cause?

Seriously injured? Is there a seat that is under the window?

In the case of Andersen, they had some issues several years ago in which the spacer would lose its argon and not allow for atmospheric gases to re-enter the IGU to stabilize the pressure. In most cases, this would manifest as the glass either touching in the middle of the window or condensation at that location as a result of the narrowed IGU spacing and lack of insulation.

The "fix" was to drill the space, relieve the negative pressure, and reseal the breached spacer location.