Beer, soda, cider, etc. in capped bottles is MUCH more susceptible to bottle bombs. Most have a small, but healthy, colony of yeast in the bottle in order to carb it. They also have residual sugar that is not able to be converted by the normal yeast, but is available to converted by bacteria from an infection. That is a big contributor to bottle bombs. One of the other major factors is when the product does not complete primary fermentation, which is sometimes more difficult to detect since final gravity varies by recipe, mash temp, etc. and not the standard 0.99X number from winemaking.
Dry wines have no residual sugar, so the risk of bottle bombs from those wines is zero. Those that are backsweetened should be treated with sorbate and Kmeta. The same goes for wines that don't go dry. Also, wine in general is much less likely to develop infections due to higher alcohol and different chemistry. Those measures should mitigate all potential risk factors. For those wines that are intended to be sparkling, they should have a measured amount of sugar added and be bottled in champagne bottles with the appropriate corks and wine cages.
It would take a very particular set of circumstances and poor winemaking practice in order to get a bottle bomb from wine. I can only find three examples online in a quick Google search. One was in a sulfite free wine, which goes along with what is described above. Another was in a wine that was high in residual sugar, into which several packets of champagne yeast were pitched, but with no further observed fermentation, although was later sent through a 0.5 micron filter. The third was a Youtube video from a wine that had fruit added (and I'm assuming was not treated properly afterwards).
I doubt a single poster on here has had a wine bottle bomb or personally knows someone that has.