How does pneumothorax happen for no reason?

Happens for a reason. Adolescents & young adults have "spontaneous" pneumothorax more frequently than other folks. The lung tissue usually has a minor congenital defect called a "bleb, " that bursts leading to a leak of air outside the lung - pneumothorax ensues. These folks are usually tall & lean. Of course, trauma can lead to pneumothorax, as can certain illnesses, particularly, marfan's syndrome.
Usually a reason. Risk factors for primary and secondary spontaneous pneumothorax (sp) include: smoking (including marijuana), tall thin stature in otherwise healthy, connective tissue disorders, pregnancy, familial history. Lung inflammation is also hypothesized to be important.