Overpressure blowing up a container or piping isn't pretty. Air compresses very well, so it gains a lot of volume quickly and gives flying debris a lot of energy compared to e.g. a bursting water tank.

Compressed air will cut you. I'm more curious about the welder earthing one.

It's low voltage. The risk of a shock there is similar to the risk of shock from a car battery. It can happen in theory but realistically arc welding has some bigger hazards to worry about than the grounding connection (like the molten slag flying everywhere). Sure I wouldn't weld knee deep in salt water or whilst leaning against a metal wall but outside of ridiculous examples the grounding clamp isn't going to kill me.

When i weld the grounding connector often has a poor connection for whatever reason (usually due to weathering on the metal). The result is simply that the welder doesn't work well and i have to adjust the clamp to fix it. I don't suddenly die of electrocution.