Just double-checking my thinking -

When you're destroyed by a Harpoon Missile, that doesn't trigger the Harpooned! explosion from that missile.

You're dealt the Harpooned! condition "after the attack resolves", which is either going to be in step 8 ("after attacking/after defending") or after step 10 (the last step of the attacking timing chart).

Harpooned! triggers "when you are destroyed", which happens in step 7.

By the time you're dealt the condition card, you're past the timing for the Harpooned! explosion, so it just doesn't do anything. Does that seem correct?

Yes, I believe this is the correct order to resolve things in.

Just remember that even if the Harpooned! condition won't trigger the "when you are destroyed " portion of it's card, the Simultaneous Attack Rule means that you should still apply the condition card to the ship at step 8. Any other ships that fire on the destroyed ship before it is removed from the board can still trigger the "when you are hit" portion of the card.

I haven't noticed it, but that was clarified in the FAQ:

Q: If an ability triggers when a ship is destroyed, if the ship is destroyed during an attack, when does this ability occur?

A: The ability occurs after the damage cards are dealt. Typically, this is during the “Deal Damage” step of combat. Although the ship is destroyed, effects from the ship’s pilot ability, Upgrade cards, Damage cards, etc. are still active until it is removed at the end of the attack.

So yup, the Destroyed effect will not take place.