Unless you want to be greeting by an explosion of hot glass, never add liquid to a hot Pyrex pan. Take it from someone who did make that mistake and only emerged unscathed because of miraculous powers. I learned this lesson the hard way during one of my first attempts to make bread by the methods of Artisan Bread in Five Minutes a Day. Apparently, steam is necessary to create a beautifully crusty exterior on bread. In order to produce this steam, after sliding the dough onto the pizza stone in the oven, you should add one cup of water to a broiler pan already in the oven and shut the door. Though I searched the kitchen up and down, I did not find a regular metal broiler pan so I settled for a Pyrex baking dish. It had been in the oven during the preheating process.
Following the instructions, I dutifully began to pour one cup of tap water into the dish. I did not get much water in before I was greeted with loud hissing and cracking noises. Part of the Pyrex dish burst apart, sending large shards out of the oven. Panicked, I hastily tried to close the oven door, but it was stuck ajar because of shards that had blocked the bottom hinges! I turned off the oven quickly and then surveyed myself for wounds. Expecting to find a frightening fragment poking out of one of my shins, I was mercifully surprised to find not even on little speck of glass on myself. My guardian angel must have been on his toes!
Lesson learned: do not add liquid to a hot Pyrex pan or dish because if your guardian angel is sleeping or wants to teach you a lesson, you might end up in the hospital.
Joyfully Outlandish 
I did this too! and broke one of Josh’s 8 inch pans. oops!
Well, Melanie, I guess we both helped “lighten” his kitchen load with our follies. He has more than enough other stuff to compensate for it.
I actually did this myself once. I was making peach cobbler. For years I’ve melted the butter right in the Pyrex pan on the burner. For whatever reason, the pan I was using did not like it and exploded everywhere with hot butter covering everything. Like you, I’m not sure why I didn’t get hurt. Maybe Pyrex has a feature that prevents it from injuring humans.
That would be some amazing technology if the Pyrex was conscious enough to avoid human injury!