Capping the well while burning has a huge advantage over explosives which is that it's much harder for people who don't know what they're talking about to bike-

Capping the well while burning has a huge advantage over explosives which is that it's much harder for people who don't know what they're talking about to bike-shed the process and therefore has less risk of cost ballooning over time and investing in those techniques/experience/know how often look like the more assured option even if it's the more difficult and costly technique on paper both up front and per use.