No, that's just distinctly not the case. If you detonate a true high-explosive like TNT, you shouldn't expect to find any left after you set it off. It's well known that operations that used AN pellets in an ANFO mixture will not uncommonly find AN pellets left over, even when they use a proper high-explosive to more thoroughly detonate the charge.
AN tends to deflagrate. It has a positive oxygen balance and therefore is treated as a component in mixtures, which is to say that it is a low-explosive. And just like all other low-explosives, it needs to be confined in order to achieve a proper detonation (i.e. supersonic burn front, which generates a brisant shock front). Alternately, you can supply a shock front from a smaller detonating charge. This hardly means AN is weak, it's very much a workhorse explosive, but some work is required to extract energy from it. This is also why it's safer to work with than most actual high explosives.
Picric acid may not be especially powerful as a military explosive, but its unstable nature has been known for some time. Picric acid achieves a detonation on its own.
What this all means is that if you have an accidental explosion involving picric acid (which is a true high-explosive), you will consume all of it. If you have an accidental explosion involving unmixed AN, it likely won't be fully consumed in a way that contributes to a highly-brisant shock front. If you don't have a brisant shock front, then you more or less have a big fire – scary enough but not an explosion. You get something closer to the fire that destroyed all the crab traps in SF's pier fire, than the Halifax disaster.