Boiling an egg in water makes the heat travel through the egg via conduction. The outside of the egg is hot, and that heat is passed to the inside of the egg.
Microwaving an egg excites water, fat, and sugar molecules inside the food. Thus, you are heating the inside of your egg directly instead of through conduction. Once this internal pressure reaches some certain limit (from all the heat inside since the egg inside the shell is boiling), you get catastrophic failure of the egg shell, resulting in an explosion.
There are devices that will allow you to cook an egg in a microwave, but they are essentially water boilers that shield the egg from microwave and heat it through conduction.
I think you can cook eggs with lower power too, but you're still heating the egg on the inside, so that's teetering on the edge of egg mess.
So I've learned a valuable lesson as well!! This happened after we'd signed a contract to sell the house and our closing date was 1week away, so being the microwave was built in we had to replace it. Thank god for Craigslist! Lesson Learned!!!
