Lithium isn't found as a pure element, if that's what you mean. It's part of minerals bound up into stable molecules. So it won't blow up.

It's very hard to find anything volatile in nature, pretty much by definition. Exceptions are things that are continually generated, eg you can find reactive oxygen in nature because plants keep making more. That or things that are only volatile once you purify or transform them in some way.

That “blowing up” already happen billions of years ago. Lithium salts (ore) is what is left when lithium violently oxidizes.

Is lithium normally mined in its elemental form? If not, its volatility as an ore might be wildly less than in its metallic form

Essentially no metals are mined in their pure elemental form - only the noble metals like gold or platinum.

Native copper exists. Sometimes even to a minable degree, as with the Keweenaw Peninsula in Michigan.

Does the ore blow up often?

I suppose it depends on if blasting is utilized at a given lithium ore production site.