Pyrex is actually no longer Pyrex, and may well shatter if exposed to rapid temperature changes. The original, real McCoy Pyrex is a brand of borosilicate glass created largely FOR its enormous resistance to thermal shock; today, “Pyrex” is really just a brand of garden variety glass (it’s not even borosilicate), and is just as resistant to thermal shock as any other glass, which is to say “not at all.” Needless to say, there’s been no effort at all to make sure consumers know that Pyrex is no longer Pyrex, so many folks have been surprised in messy and dangerous ways when they trusted “new” Pyrex to be the same durable and solid material.
Basically, some beancounting marketer has destroyed the brand and thought nobody would notice. Don’t buy Pyrex.