Couldn't Sam since demon blood*? It got me thinking what protects a vessel from exploding from the power of a HoG item. Is it demon blood? Demon smoke?
* (Please don't turn this into a debate of if Sam has demon blood or not)
Maybe because the demons are dead? Crowley used the weapon but I think the jury is still out on what he really is. Although Crowley did tell Simmons that she couldn't handle his "rod". So I guess she would have exploded if she had touched it.