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!
If you watch the better hi-res vids carefully, you can see that the proximity fuse worked just fine. A narrow cone blasts out from the missile into the balloon and, basically, shrapnel shreds the bottom of it. Might have caught the electronics package too - hard to tell, but that should break parts, not vaporize them.