I'm assuming that this is a bug, because I have seen no official notification about it -
Got a kill of an I-16 in my He 111 2 days ago in the EW arena and it did not count towards "get a kill in every plane" achievement. It also seemed that the objects I had destroyed were not counting either, but I can't tell for sure.
For testing purposes I also fired a few rockets in EW/MW and they did not register for the corresponding achievement
It should be noted however, that I would have no problem with both arenas not counting for achievements (for obvious reasons), but if so, it should be made public.