I’m not sure you would explode. Because there is no air there is no pressure. Pressure differentials put strain on materials and can cause them to burst. But although there would be some expansion in your body, it would be strong enough to withstand it. I think your blood might boil though becuase liquids boil in very low pressure, so you wouldn’t survive long. And of course you would asphyxiate quite quickly too.
You get the opposite problem if you go very deep underwater. Here there is lots of water pressure, which presses on your body and makes it bery hard to inflate your lungs to breathe. If you go deep enough, you could get squidged into a litte ball by the huge pressure.
The reason that the pressure is higher on the surface of the Earth than in outer space is because there is air. Pressure is actually the result of lots and lots of tiny air particles hitting your body all the time.