Electronics Issue ATX PSU Cap Eruption

Did you just change the bad one or replace all three in my case?

Never replaced any in your case, but a lot of others.
Sorry, I had to.:D

I never saw any reason to replace any that didn't show a problem unless I replaced an obvious bad one and still had issue's.
It's pretty rare that they don't show some outer sign of being bad if they are, but it does happen.
Due to their design if they look ok they generally are.
All they are is a strip of metallic material rolled up into a can with insulating substance between the layers.
When they overheat or short they tend to swell and pop like yours did, although not usually quite as dramatically.