Reactor designs differ, and they tend to have a large number of emergency backup and contingency plans. Here's a decent overview for a typical reactor: https://interestingengineering.com/nuclear-meltdown-what-wou... (scroll down to "Preventing a nuclear meltdown").
TL;DR: the control rods slow the reaction, but the fuel rods are still hot, and the space is enclosed (to prevent radioactive material from casually escaping) so it gets hotter and hotter without intervention. If the fuel rods get hot enough they start melting, which produces hydrogen, which can explode.
TL;DR: the control rods slow the reaction, but the fuel rods are still hot, and the space is enclosed (to prevent radioactive material from casually escaping) so it gets hotter and hotter without intervention. If the fuel rods get hot enough they start melting, which produces hydrogen, which can explode.