I'd have to agree that the powder flask was little used in the U.S. military by regular troops, especially after the invention and adoption of percussion cap ignition and the need for "rapid" reloads.
I have gone through many collectors' gun shows over the years, examining leather accoutrements, and while I will NEVER say "never", I have not seen an original leather powder flask holder that dated before the mid-TWENTIETH century! Of course, the time that has elapsed since these would have been popular has mitigated against their survival. I HAVE seen powder flasks with hanger strap rings attached to the flask body for a shoulder strap or thong, although the straps, thongs, etc., were long gone.
While I cannot evaluate the potential for explosion of a powder flask, certainly the possibility exists. Can't say how much greater or lesser such an explosion potential exists for powder HORNS, either. Not enough data. Personally, the only powder I've felt safe with in even a small flask was Pyrodex, NOT BP!
Ride careful, pards!