I don't know what world of magically exploding turbos you come from, but around here they just wear out faster and start to smoke.
Working on standby and prime power generator electronics/engine management for the last 5 years or so, I have had the opportunity to see diesel engines destroyed in every concievable fashion. I take a keen interest in the forensics of engine destruction, the controls I work on are supposed to prevent this very thing from happening.
I don't have any exploded VW turbo's (working on it

). I have learned by others mistakes. I can show you a stack of "magically" exploded garret T3's and T4's that have paid dearly for making big boost. They usually don't pop on the first trip up, it takes about an hour of unregulated running off the top of the map and some throttle cycling before the compressor wheel succumbs to metal fatigue. Most of these turbo's were on john deere and perkins diesels that the local standby generator guy likes to "uprate". :roll: They once did 2 in a single day. Pretty dramatic when the big ones go. The force of the wheel bursting can break the compressor housing off the turbo.
This sort of turbo failure is extremely unlikely in the gasser world. Gassers do not run at boost levels anywhere near those of automotive or industrial diesels. 25psi is really doing something on a gasser. 25psi on a diesel is routine. So commonplace is the wheel burst problem that diesel turbochargers are now being produced by both garret and 3k-warner with titanium compressor wheels in an attempt to avoid this sort of fatigue failure.
And you are correct, I do know why VW diesels don't run big boost from the factory. It is because the mechanically inept drive cars. They cannot be trusted to act in the best interest of the machinery. They may very well run the thing at full throttle from New York to Los Angeles. The same might be said about some of the people who read this forum. As much as we would like to think that we are all professionals, there are some amateurs in our midst. I don't think it is very responsible to tell them that running 35 odd psi of boost is harmless and will only cool the EGT's and make more power. Fact is, they
will go out and try it. Many will do it with their daily driver and many will not have the cash to fix it when it scatters...
I feel its only fair to warn them that, based on what I've seen, there can be consequences...