FYI: The warhead on the US Sidewinder missile did NOT detonate when it impacted the Chinese War Balloon. It could be because the target was too soft to cause the missile’s impact fuse to work, and maybe its proximity fuse could not “see” the thin floating balloon enough, that it was unable to reflect enough of a signal to “read” its proximity. But more likely? I believe the US Air Force removed the explosive warhead from the missile, so they were basically firing a supersonic dart at the balloon, so as to take no chances of damaging the technological apparatus it was carrying!
AIM-9s don’t carry a lot of explosive. They’re proximity weapons, designed to create a debris field near an airborne target. Not sure what kind of heat signature the balloon had, or if they used a TV guided missile, but I wouldn’t have expected much of an explosion. It’s the target’s fuel that explodes in air-to-air contacts.