Plenty of rockets did blow up on the launchpad or at various stages.
For example, the Titan I failed 17 launches, the Titan 2 failed 10 (and one exploded in the silo, while attached to a nuclear warhead), and the Atlas E/F failed 9. Even more recently, into the 90s and 00s, the Atlas I lost 3 and every Ariane variant has lost at least one.
I'm hardly a Musk fan, but although SpaceX seems particularly gung-ho about testing things they know aren't finished in order to iterate the design faster, the results after that are pretty good so far: Falcon 9 is 281 "real" flights for 2 failures, plus that one that went bang on the launchpad.
It's not 100% success rate like the Saturns, but out of 21 launches between the 1B and V, there were several near misses there. And probably quite a few A-4/V2s were harmed in the making of them and their predecessors too!
There were 2 failures over a total of 135 flights, with 14 fatalities. So that's about 103 fatalities per 1000 flights.
So a 1 in ~60 chance of dying on any given flight...have to agree that that is far from safe.