Transformer explosions are rare. Unless you can produce statistics saying otherwise it is safe to assume they happen as often in both countries (per something, the US obvious has far more transformers given larger population and area, and thus should have more total)
For some statistics, "U.S. electricity customers averaged seven hours of power interruptions in 2021." [1].
At first I couldn't find equivalent European statistics, until I changed my search to "minutes", which is how Europe measures outages. The EU average in 2010-2014 was just over 2 hours, and as low as 29 minutes in Germany, or 20 here in Denmark.
That isn't the relevant statist. We are talking about transformer explosions not all causes power outages. Transformers do explode, but not very often.
Most power outages are broken wires. According to my utility underground wires break more often than above ground, and when they break are a lot more expensive to fix. (They are trying to make a point so this might need some salt, though i don't care enough to look up what)
That was exactly my point, I have never heard that in Europe and I would say at least a dozen of them in US in a decade. Probably because there are more of them and exposed.
I am not criticizing the infrastructure but as European (and this is something others told me) it feels weird to see transformers hanging from poles and every now and then blowing up.
And I mentioned the weather because my experience is that it usually happens during storms, it might be lightnings or tree branches but that is what I have seen.