User blog comment:IamJakuhoRaikoben/Chapter 386: Galaxia Blade, Review./@comment-24546844-20140531010425/@comment-7418318-20140531080629

Regarding Jackal not exploding:

When Jackal blew himself up the first time, Natsu had beaten him to a pulp, but then left him lying around without further attacking. Jackal was clearly beaten, but still conscious. Seeing how he couldn't win against Natsu, he initiated the self-destruction.

So likely he didn't blow himself up this time because Urano Metria knocked him unconscious or even killed him, which would leave him unable to initiate the self-destruction.

Another possibility is that he didn't do it because his allies or something else that's of great value to Tartaros would be within the blast radius. Perhaps E.N.D.s book... or rather ALL their books. Who knows what might happen to the Demons if the book from which they were created/summoned is destroyed.