The only way that I know that any bulb of any description can blow, is over-voltage. A short shouldn't cause another bulb in the same circuit to blow, only the fuse instead.
I'm purely guessing here, but LEDs might not like intermittent connections, might cause "spikes" into them. I've been behind cars fitted with LEDs in the back of their car, and seen some kind of flashes from the brake lights for example. Doesn't bode well IMO.
Basically I'm old-fashioned and don't get the "want" for LED lights on cars.