There are international set standards for the CNG as well as now in use Hydrogen cylinders. Very extensive tests are performed by tank manufacturers to qualify. Like bonfire test, gunfire test, drop test, flammable gas ignition test, vehicle fire and vehicle crash and so many other tests. If the cylinders are of approved standards, routinely tested, all safety valves properly working, there is a very little chance that the cylinder itself explode if kept at service pressure for which it is designed. Failure mode for cylinders is leak and not rupture.
Most of these cylinders are at 200/250 bar (3600 psi) but the cylinders are designed for over 700 bars pressure. Yes poor quality cheap cylinders or inappropriate cylinders as we have seen in some blasts like using oxygen cylinders are no way a safe option and they can explode.
Found a CNG 101 presentation for learning http://www.cleanvehicle.org/technology/CNGCylinderDesignandSafety.pdf