In fact, the CIA had not meant to make all of the aliens explode, but it occured during interrogation while trying to find out why the aliens had come to earth. The had originally intended, after interrogating the aliens, to freeze some, sell others, and try to mate the rest with monkeys, rabits, and a mutant seal.
Several Soviet Military Advisors, found aboard the alien vessel, were also captured alive. They had to be exploded in a more traditional, TNT associated, way. Absolutely nothing was learned from exploding the Human Soviet Military personel, except that there are most likely cleaner ways of dealing with spies.