Will machinery be disturbingly prone to exploding? It should be. I've recently been reading Mark Twain's autobiography of his days as a steamboat pilot and have gotten the impression that even real life steam machinery had an extreme tendency towards catastrophic explosions (Apparently several people that Twain knew, including his brother, died in boiler explosions) ...uh, Anyway if stuff in the game does randomly explode there should be some built-in way of keeping track of what it was so that we can more easily go back and foolishly reinstall another piece of the same type of untrustworthy equipment.
I can imagine getting low quality muskets or those old hand cannons and seeing them blow up in your soldiers' faces. Even though those examples aren't really Victorian period stuff, (rare) catastrophic misfires still happen to this day! Maybe inexperienced soldiers can have a really slim chance to load a rifle improperly or something. In terms of gameplay though, I can see people being confused about why it was happening and getting frustrated about it (especially if it was in the middle of a fight). Anyways, I'd be up to seeing some terrible steam accidents/explosions.