Well there is a risk, however I do agree with op in this case, if you go boom before handing over the exploration data there should be a way to track the data box and get it back, if you were attacked by a pirate he or she may have it and you need to defeat hence pirate to get it back, or if it was not collected you could go back and scoop it up.You should go post on one of the threads where people are calling for 'more risks for explorers' - they need some balance.
(Sorry for your loss, it'll sting less next time - o7)