... the first stage of Falcon 9 v1.1 is
capable of holding 119,100 Kilograms of
Rocket Propellant 1 and 276,600 kg of
Liquid Oxygen.
(From http://spaceflight101.com/spacerockets/falcon-9-v1-1-f9r/ )So even if it's 99.9% empty, it still can have 120 kgs of rocket fuel. That'll go with a bang.
And it's unlikely to land with only 0.1% of its fuel left - that margin is too small to be attempting a soft landing, so I'd expect it to be a lot more. Then compare with just 5 gallons (probably US gallons, about 19 liters, close to 17 or 19 kgs) of ordinary gasoline:
https://youtu.be/NCWunnJXdm0?t=180
https://youtu.be/Zl12dXYcUTo?t=32
Then compare to this dinky little explosion.
Doesn't take that much to make an impressive bang.
But empty the can, leaving behind just the fumes and the oxygen, and you have yourself a bomb.
My understanding is that the rocket here is a similar problem. It's a giant tube of explosive material. I wouldn't want to tap it with a hammer. And they've got it falling to earth at supersonic speeds, then calmly setting itself down on a barge at sea in 3m waves.