When they talk about exploding, they are referring to a combustion reaction. For a combustion reaction to take place, fuel and oxygen are necessary. It is true that hydrogen and methane are fuels, but in Uranus, there is no oxygen. So it is not possible for the planet to explode without the presence of this oxidizing agent.
Oxidizing agent refers to oxygen. It is an element that tends to oxidize materials by adding oxygen to its molecule. The combustion reaction is an oxidation reaction, in which oxygen attaches to the fuel molecule forming CO2 and water, an example can be the following:
