Scrub confirmed! Everyone knows that explosive ammo only works with explosive weapons like the venom, acolyte and so on. 
But seriously though, how are you finding the Division? Saw some gameplay of it and it looks gorgeous. However I also hear that it's somewhat repetitive and a bit of a grind. Not to mention the enemies seem to be huge bullet sponges.
The dark zone does look interesting though, saw a few interesting videos of that on YT.
Explosive ammo in The Division is pretty awesome, does astounding levels of damage. You can only carry three reloads worth at a time, though, so it gets used for special occasions (rogues, notably).
The visuals are amazingly good, the bugs and glitches can be hilarious, like in ME3. If you can handle how ME3MP plays, in terms of the repetition, then there is really far more variety in the game. What I really like is how the coop gameplay has been done, with enemy numbers scaling to the size of the group, for example, and matchmaking being seamless inside the game: meet someone in game and you can join their group or vice versa.
The enemies are bullet sponges in the same way that Brutes or Atlases are, or Marauders for that matter. in the endgame, they all have so much armor that taking it down is what uses the ammo.
As to the DZ, well...I really can't describe to you how that feels. Last night Siren and I chased a rogue group right round the DZ and ended up back where we started, it was manic

I'm hoping that the Andromeda devs have been playing The Division, there's a lot that they could pick up to enhance the multiplayer experience.
Still think I'll come back and play ME3MP again, as an even worse scrub than before. But that depends on whether the penguin dude will deliver 