A self-destruction system is not really needed in case of Baikonur. NASA's launch facilities are mostly located in dense-populated areas, while steppes around Baikonur are mostly wasteland. So it's more practical to let a rocket make a crater in the desert than explode it in air and spend next month cleaning the launchpad from fallen debris. Btw, i heared that the terrain around launchpads still has a lot of scars from the fallen rockets, some of them are there for decades already. And it seems like there is another one created today.
