It's the sudden, extreme expansion that causes so much devastation.
For instance, a quantity of about 28 grams of nitrogen gas will take up 24.5 litres of space when the temperature is about 20 degrees celsius, and the pressure is normal.
In a small bomb, no bigger than a soft-drink bottle, you could pack up to a kilo of explosives, and when taking into account how much space that could take up if it expanded sufficiently fast, it's easy to realize that it'd create a massive shock-wave as it releases it's energy.
Added to the fact that humans can only stand so much force, and when you've got gas slamming every inch of your skin with the force of a sledgehammer, your skeleton, protective clothing and organs won't stand much of chance.
It's saddening that we should use such fantastic knowledge to cause such a horrific effect.