The first time Phoebe remembers a Thanksgiving in a past life, her arm falls off before the explosion actually happens. You can also see the wire used to pull the arm off.
Friends is a comedy show, not a war drama. That's why the whole Phoebe's arm thing was a complete p*ss take. It's funny if her arm looks obviously fake - not so much if it really looks like she's loosing her arm. Can't you tell from the 'squirting' blood that comes from her shoulder? The blood wouldn't look like that if her arm was blown off, but it's just funny as it's not realistic.