It was originally intended that Bishop (Jason Statham) would in fact die by way explosion at the gas station but this ending was scrapped due to Simon West fearing audiences would not want to see both leads die at the end of the film.
The Jaguar blows up very close to the garage Steven pulls out of, yet he is shown having first driven some distance away from the garage before this happens.
Harry McKenna: You're a goddamn machine. You see things. You view people differently than I do, differently than anybody does. But you have a problem, Arthur. You need companionship.
Arthur Bishop: What I do requires a certain mindset. I do assignments; designated targets. Some jobs need to look like accidents. Others must cast suspicion on someone else. A select few need to send a clear message. Pulling a trigger is easy. The best jobs are the ones nobody even knows you were there.