I remember the first time that happened to me ... and I had NO clue what had just happened. Went to shoot, BOOM! I sat there stunned for a moment (me, not Link) wondering where the explosion came from. When Link got up, I looked around trying to see where the enemy was that shot me, but saw...
Bomb arrows are just right, especially considering their weaknesses (can't use them up close lest you blow yourself up with it ... can't use in the rain ... can't use in Eldin due to heat ... cold weather messes with them too). I honestly like using just normal arrows more than anything else...