The constructor also wasn't tagged explicit.

If B() is noexcept then A() is actually exception safe. The only thing which could happen would be bad_alloc but then v does not have to be deleted any more.

Right, like what happens with the memory allocated for px in situation like below, if new ClassY throws?

A::A() : px(new ClassX), py(new ClassY) { }

lol yeah But she is a C programmer you know ? ;)