Intact and barely damaged isn’t true. The pic in common circulation shows the bullet in profile and from that angle it looks almost pristine. But seen from the end the bullet is flattened to the point where the lead core is starting to extrude from the outer jacket. It took a lot of force to flatten it like that.
As for an exploding bullet...the energy of a fast moving round can make things explode without the round itself needing to explode.
Regarding ‘explode’, there were fine metal fragments inside JFK’s brain that showed up on X-Ray as particles. Oh my what’d’ya know, his brain is missing to THIS day!!!