Virtually every household in America contains many common items which are far more dangerous than even a massive ammunition collection. Cans of spray paint or hair spray, a container of gasoline for a lawn mower, or a propane tank for a BBQ grill or even a small propane torch for home improvement use will all "explode" about as easily as ammunition, and cause more damage by providing fuel to a fire.
Tests have shown that ammunition exposed to a fire may eventually be heated to the point that the primer and/or powder will ignite. This will usually result in the cartridge case rupturing, and force the primer from the primer pocket. The powder burns, and does not explode. Since the ammunition is not constrained within the barrel of a gun, the force is dispersed in all directions, and the bullet will do little more than drop out of the case. The primer, any pieces of the ruptured cartridge case, and the bullet will not penetrate anything much stronger than a corrugated cardboard box a few inches away. Military surplus "ammo cans" are excellent and safe methods for storing ammunition.
Newspaper accounts of house or business fires where "bullets exploded by the heat went shooting over firefighters' heads" are completely false and based on invalid assumptions and ignorance. However, news people often leap to hysterical conclusions which attract a lot of attention and are seldom corrected