This same thing happened to me with a buff formation at about 5-6k over the ground elevation a few days ago.
Admittedly, I wasn't paying too much attention at the time (auto-climb, beer grab in the next room), but all the planes crashed within 10 seconds of each other, and the messages indicated a 'crash' with no message of 'shot down by ___.'
I chalked it up to a secret mountain or the cost of a beer , but now I wonder a bit.