Coefficient of Expansion "COE" is a property that every material has. There are a number of chemical, structural and physical factors that can change the COE of a material.
As any material is heated it grows by an amount proportional to it's COE for every degree of temperature increase. For instance, the next time you drive across a bridge, notice the expansion joints that are placed in the roadbed. These narrow on hot days and widen on cold days. The size and spacing of these joints were calculated from the COE of the roadbed materials. If these joints aren't desinged properly, the roadbed will crack on a cold day or buckle in the heat.
When fusing art glass, you're taking two pieces of glass and making them into one by heating them to about 1500 F (800 C). (This is much more severe than the 200 F change that most roadbeds would see.) If you use two pieces of glass with different COEs, one will expand more than the other one as it is heated, then, and more importantly, will contract more than the other one when it is cooled. If glass could, as the fused piece cooled, it would bend into a "U" shape with the higher COE glass making up the inside of the "U".
Since glass can't bend, there are a few things that could happen: The higher COE glass could crack to reliee the stress creating a "crazed" pattern, or the whole thing could just break into several pieces when another stress was applied (such as setting part of the piece in the sun, or picking it up!). This can happen anywhere from minutes to months after the piece left the kiln depending on the differences in the COE.