While I can't seem to find any specific rules from the FAA, Tripoli, or NAR specifically prohibiting the launch of a rocket that deliberately explodes in mid-air, my impression from my recollections of talking to expert rocketeers at launches (and asking them the sorts of questions a 10-year-old might reasonably ask, like "can I launch a rocket from an RC plane?" or "Can I launch a rocket from another rocket?") is that this would be thoroughly frowned upon my launch officials and/or regulatory bodies, and if the rocket exceeds the specifications for "Class 1" it'd require prior FAA authorization (and I can't imagine "Hey I'm gonna strap an H motor to this explosive ball and hope for the best" to go well on that front).