Interesting. This may be depending on the plane's height. If the plane was high, the rocket may have reached it but that was the rockets limit before exploding. It exploded right at the planes rudder, making nothing happen. Another cause could be because you can't fly GTA III planes by normal means.
i think its because the rocket exploeded before the plane. Or maybe the plane is unsolid? How about this trick: Just get a van in GTA3, and drive to th airport (in st. francis airport) and then what we do is simply jump on it and try going through the plane. if we could pass thru, its unsolid, if we dont able, its solid. Try this out. Definetly helpful. Guys think i shall make a page or something? i think so. definetly theres a hawk-eyed hunter out there to help me out.