Exploding on impact is a mature tech for things like shells, but it requires building a mechanism into the shell so that it won't explode before it is fired.
If the drone will be controlled by a human operator till the end, then it might win for the drone design to avoid the complexity of a sensor to detect impacts and of the aforementioned mechanism.
Also, landing on an airplane wing is easier to train for and to test than a mission plan that involves a drone that explodes on impact.