In my experience, defects in a barrel are possible....but not likely / especially when the shooter heard a loud report.../ but there is no way any of us can come to any conclusion - we can't see the gun or the case. General condition of the gun, how many rounds thru barrel, etc...../ Sig says shooting reloads will void their warranty
But let Sig take a look and see what they think.../ but not having the original box for the ammo - or the rest of the rounds that were in the box...could be a big issue.
I've been shooting handguns for over 50 yrs - and i shoot about 25,000 rds a yr thru my handguns.- all my own reloads. --- ...and sadly, I see 4 or 5 gun failures every year at my local ranges...and the one's I have been able to inspect were all ammo related...usually questionable reloads/ sometimes a squib round ...but usually an overcharge / guys that buy old ammo at gunshows, their buddies reloads, new reloaders that are careless, odd ball ammo mfg's........
But the OP says he thinks they were standard factory loads...
I would not shoot any more of that ammo either ! See what sig says first -they may want to see the unfired ammo ...but if they say it's a bad round & it's your responsibility -- then i'd pull those bullets and inspect the powder, weigh it for consistency... just out of curiosity.../ reclaim the bullets if they're worth saving...