It shouldn't explode on failure since it explodes when you defeat it, but there's so many other options like being struck down with lightning or having the platform burst into flames!

But that's a little excessive and might distract the other people in the area. Maybe just throw in a /disappointed along with the Duty Failed instead.
No, but really, SSS is fine as it is. Throwing in an untimely death at the hands of a dummy might be too discouraging and embarrassing.