What you are thinking of is limited to electrolytic capacitors. There are different kinds of caps. Tons of dead Tantalums, those will explode in your face. Fou

What you are thinking of is limited to electrolytic capacitors. There are different kinds of caps. Tons of dead Tantalums, those will explode in your face. Found in old gear from 1970-90. MLC ones will burn so hot as to turn surrounding PCB material into coal, sometimes even causing open flame fires. Small ceramic ones will dead short but not explode like tantalums, leaving you with dead weight of a product - this is the most common failure scenario in modern phones/laptops.