First and foremost glad to hear you survived it, not everyone can say that unforetunately.

I don't think that HF had anything to do with it. I had two just yesterday explode on me and they cost $10.99 each. One just went into a million pieces and the other hit my leg with absolutely no damage other than getting my pulse at an elevated level. Cut-off wheels no matter what the price just can't hold up to side loads what so ever as many folks have already mentioned.
When I grind or utilize cut-off wheels I have my UVEX Face shield, a $20.00 pair of welding leathers that go down to about a foot above my steel toes (Glad I had them on yesterday), My ear muffs, a dusk mask, safety glasses under the shield and a pair of HF $3.50 welding gloves.
As Randii eluded to I have seen two incidents with folks with long hair, one got it caught up in a grinder and one got it literally ripped out of his head on a drill press (I was standing behind him when that one happened-majorily gross)

Pain hills, chicks dig scars, and glory last forever-Keena Reeves.

Hope you get better dude.