When you’re sub-critical, you occasionally have a spontaneous fission, but it usually doesn’t do anything (though it might occasionally trigger another fission event, depending on how close to criticality you are). When you’re just exactly critical, each fission event will, on average, trigger one more, so you don’t have to wait around for it to happen spontaneously… but it’s still just one at a time. When you’re supercritical, each fission event triggers, on average, more than one other fission event, and so the amount of fission grows exponentially with time. But if you’re only slightly supercritical, the rate at which it grows will be very slow, and you might still have a chance to reverse the process. When you’re far enough supercritical, for a long enough time, you get enough heat released to produce structural damage. Do this on accident, and the structural damage from the heat probably happens slow enough that you wreck the conditions causing the criticality, and you get a fizzle: Not something you want to be right next to, but hardly an Earth-shattering kaboom.
If you want to blow up real good, then you need to arrange to go very supercritical, very quickly, such that the reaction rate can grow extremely large before the heat has a chance to produce a mere small explosion.