I do a lot of bombing.  This happens all the time.  You hear a bang but there is no damage visible or otherwise.  Not even a mark on the ground.
It's a bug.  I have never posted on it (or any of the other whole bag full of bugs I am aware of), as I have zero respect for the bug reporting mechanism.  You might want to report it, expect derision, abuse etc.. but it might get fixed.  Who knows?  I genuinely wish you luck.