Start FSX. Once your flight is ready, press "Y" (for slew mode). Move your aircraft on the ground to the site where you can't see the rockets and bullets striking the ground. I would bet that the aircraft will sink below the grounds surface. If it does that, it will explain why you can't see the Weapon impact. The "solid" surface is below the ground texture. The bullets and rockets are impacting and exploding beneath the ground texture and that is why you can't see the effect of the impact.

Mark