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So I was looking at the various transports and I noticed the following:

"roll a D6 before removing it from the battlefield and before any embarked models disembark. On a 6 it explodes and each unit within 6" suffers D3 mortal wounds."

Now maybe I missed something, but since the transported unit is not on the table at the time of the explosion, there is no way to measure to see if they are within 6". As such an embarked unit is safe from their transport going BOOM!

Thoughts? Or a rule I might have overlooked?

Yes, the unit inside is safe - although later in the phase you roll a d6 for each and on a 1, you remove a model.

So not really safe at all.

But they are not affected by the explosion.

"If a transport is destroyed, any units embarked within it immediately disembark (see below) before the model is removed, but you must then removed, but you must then roll one dice for each model you just set up on the battlefield. For each roll of a 1, a model that disembarked (your choice) is slain."

From the wording of this rule the order of events are:
The models from the transport are not part of the explosion radius however must disembark outwith 1" of an enemy and entirely within 3".
Those that cannot be placed are removed.
Then you roll for each model that successfully disembarked.
Then you do explosion on the models within the radius that did not disembark.
Then you remove the vehicle.

No, you do the explosion and resolve its effects on models on the table, then place models that are disembarking, then roll for casualties on the models that disembarked, then remove the vehicle.

Explosion
Disembark
D6 for each model that disembarked

It gives you thia order explicitly on the explodes rule- see any transport