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These 9V batteries don't fail like it in normal use, not even when they are very old.

They do this only when they are non-rechargeable but are being recharged. There may be a fault in the bed circuit somewhere that causes the power supply to inadvertently recharge the battery. This would only happen due to a fault if the device was not designed for rechargeable batteries.

You may want to check in the manual to make sure that regular (non-rechargeable) 9V batteries can be used. Perhaps these controllers were made for rechargeable batteries, and someone at some point goofed and replaced them with non-rechargeables?

If manual is not available, and googling the model number and manufacturer etc. doesn't yield a manual online, have a look at the metal shell of the battery that blew up, and the other one. See if they were rechargeable or not.

If non-rechargeable batteries were meant to be used, then something failed in a way that is recharging the battery with some gusto. Only then will it explode. Very slow "trickle" recharging usually doesn't lead to such spectacular results.

Rechargeable batteries may also explode if there is an external or external short, but there would be some signs of it.

The bed should work fine without the batteries I hope. So there shouldn't be a problem just leaving them out, as long as the bed works.