Sounds like a fake story, sort of like something from “The Onion” or “Fark”, but here it is on a major news site
That sounds similar to the story of a man who replaced a fuse in his car with a .22 round which subsequently got hot, cooked off and shot him in the leg.
Highly dubious story, a .22 could easily explode in such a situation but the bullet would not go anywhere.
The “Mythbusters” TV show did an episode several years ago about the .22 LR cartridge-as-a-fuse myth. As I recall, they showed that it was in fact possible and that one could be injured by the projectile.