It has happened to me both ways, I’ve been bombed and machine gunned the bombs and they just exploded without dealing damage to me and I’ve bombed another enemy and the enemy just machine gunned the bombed and it dealt no damage to him.
This needs to be fixed and even if bombs get shot down, they must still act as if they detonated normally and deal damage to players nearby and not just play an explosion animation without dealing any damage.
You can bug report it here (just search a bit first so that you don’t report something that is already reported and known about): (Gaijin.net // Issues)
A guide on how to report bugs can be found here: ([Navigation] Technical Knowledge Base | War Thunder Wiki)