Not necessarily. During a burn the Shuttle uses the primary RCS thrusters for attitude control. When they fire, the sound is described as "like a howitzer going off." Probably not as loud, of course, but it's a big boom, potentially accompanied by a shudder.
IIRC, the OMS firings have a low rumble.
A ball of ice hitting a wing at low speed wouldn't be all that loud, and may have any number of common explanations if it was heard.
As the only ones with an active A/G link, the "WTF" comments would have to come from Commander and/or Pilot, and they're farther away than anybody (and they're also busy watching their displays.....)