Rockets have fuel. They have less fuel the further they go. Fuel contributes to the explosion.
Sorry, was heading to bed when I saw this, just wanted to chime in real quick. So, this isn't really a thing.
So rocket fuel isn't an explosive. That's kinda the core issue here. It'll burn really really hot, and really fast, but it's not what you use for a warhead. Dedicated explosives tend to be a bit more powerful than a molotov cocktail (which is essentially what that extra fuel is.) What I mean when I say that is that an explosion tends to have more energy and to happen quicker than the fireball the fuel causes. Which is good. What you generally need an explosive to do is TEAR. You need to put a hole in something. High-Velocity, High-Energy sound waves are pretty good at that. (That's the kind of explosion the warhead causes*)
Kindof a key component of an explosive is that once it's triggered, it goes off as immediately as possible**.
Fuel doesn't really do that. If it did, it wouldn't be that useful as, well, fuel. Fuel needs to be relatively*** slow burning, that's how you can control it. If it all went off immediately then it couldn't do it's job of pushing the warhead. Missiles that set their left-over fuel to explode tend to do so as a redundancy. e.g. the warhead didn't go off, so you might as well do something****.
Right, well physics isn't quite as simple as that, but I think I'll leave it there for tonight. So I'll see everyone around.
*Depending on what you want to put a hole in, you might want to do something weird; like shooting molten copper at it.
**Unless you want it to do something weird (see above)
***Relatively is a fun term to use when you're comparing super-sonic speeds to sub-sonic speeds. It's still pretty gosh-darn fast, just not as... instant.
****Someone spent alot of money and time making that thing, you know. (also, I'm exempting thermobaric weapons because they're complicated and it's 12:30 am)
TL;DR Fuel is great for making a fireball that'll singe your eyebrows; not so great at blowing something apart.