I don't think any capacitor has the potential for detonation. You can obviously get some pressure buildup in an enclosure by evaporating liquids, but you could do that just as easily with Lithium Ion, just slower.
For a start, there will be a temperature at which the dielectric fails - at this temperature, the energy is released instantly. At the failure point, it could be nanoseconds.
Secondly, when you have very high energy stored in capacitors (I am talking at least 10x the current best), there is enough energy when released to vapourise the capacitors materials.
It becomes really hard to engineer the capacitor so it doesn't explode.
Now why would the capacitor be that hot? Well have you ever heard of a capacitor that goes leaky? When a capacitor like this goes leaky, then energy involved can be more then the mass of the capacitor can absorb. The temperature shoots up and the leakage gets worse.
The thing is this. There is just no reason whatsoever to think that this can be safe. The hardest design job will be to make it safe, and you always have to consider the energy has to go somewhere. If the energy in such a battery is released in 1ms, it is a bomb. Exactly the same as TNT.
It is impossible to think this is a perfect, trouble free technology. It will be far more dangerous then batteries or petroleum fuel.
If there is a way with brilliant engineering to make it safe as long as nothing lets the capacitor gets too hot, what if you end up with a cheap clone version that is not so brilliantly designed?
Now here is another scenario. Your house is on fire and your charged capacitor powered car is in the garage. You call the fire brigade. The first thing they ask is "Is your car capacitor powered?" You say yes.
The only thing they can then do is to evacuate the block and get all the fire trucks and other cars out of the area. Then let your house and car burn. There is no way they can let anybody near an overheated car that may be storing energy equivalent to a few hundred kilograms of TNT. There is not this problem with petrol or batteries.
A fire in a tunnel pile up or office building basement car park? There is just nowhere for released energy to go in a confined space - it has to be a disaster.