I am not sure how worth an exploding Mega is (I am speaking of Glalie). If I remember correctly, Jolly Explosion does kill 4 HP/ 252 Def Eviolith Chansey, but what does it do otherwise?
Is the offensive pressure alone really worth for a Spike-Suicide Lead when it is costing you a mega slot?
Just think about that for a second, if it can actually take hits with 80/80/80 and ice typing and being SR weak.
Basicly what I am trying to say, for that insanely powerful Explosion, nothing is immun to, you are wasting a Mega Slot that you can use for other, more versitile Pokemon, and with the huge selection of Megas we are getting, I am sure you can find at the very least 5 that could fullfill that expectation.