. . . because this can happen.
The shooter covered the ejection port with his hand and attempted to capture the live round rather than letting it eject freely from the ejection port. The round was trapped, under pressure of the recoil spring, in-between the edge of the ejection port along the edge of the breach face and the front of the ejection port on the right side of the slide.
There is a noticeable linear denting on the nose of the projectile and an obvious strike point on the rear of the case and the primer. The projectile could not escape and the resulting effect was for the case to burst. The pressure from the burning propellent was absorbed by the shooter’s hand. He will not be able to make this mistake again.
It is a sobering lesson for many shooters. No one ever really believes that this could happen to them.
There's more at the link, including more pictures.
This is something most of us do instinctively, wanting to avoid having to bend down and pick up a round off the ground (which may be muddy, wet, or otherwise an undesirable destination for a live round). Trouble is, trying to save ourselves trouble can get us into even bigger trouble, as the shooter above found out. Not a good idea.