I can actually give you a bit more of a definitive answer on this. Pyrex is indeed heat resistant, and so is often used as bakeware and also in labs as heat resistant beakers. I used a lot of them when I was a science teacher. One day we were using one of our trusty old pyrex beakers for a boiling water experiment, when it suddenly exploded on the hot plate. Luckily no students were nearby, so no-one was injured.

This can happen because though pyrex is resistant to heat, it is still a glass. Glass molecules are arranged randomly, as they are in liquids, and do not have strong bonds between them. This is why really old glass in windowpanes is thicker in the bottom- the glass has flowed down over the years due to gravity. Because of this structure, to cut glass all you must do is score it with a sharp tool and you can break it evenly, since you've lined up the molecules in straight rows and they will snap down the center. This kind of arranging effect can also happen if you smack a pyrex beaker or bowl down on a counter or hard surface. If this happens repeatedly over time, and this is coupled with the expansion and contraction of heating and cooling, you weaken the structure of the glass. This can cause it to unexpectedly shatter apart in response to a temperature change. Apparently this happens a lot at schools, since students don't tend to be terribly careful about smashing the glassware around on stuff.

The moral of the story is, treat your pyrex glassware with caution and try to avoid dealing it any sharp blows, especially against those rock hard (pun intended) granite countertops everyone has nowadays.