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.