Pressure and friction, coupled with great speed can break things apart very readily in our atmosphere. Recall the Space Shuttle?
Look at the moon. Use a pair of binoculars if you have them. You will see the moon's surface is incredibly marred by hundreds, perhaps thousands of craters, plains (seas), hills, rills, meandering 'streams', ejecta sprays and streams and so forth. And so far as we can tell, not a single one of them resulting from an alien vehicle visiting from space and blowing up...
Weather as we know it doesn't exist on the moon. So some of the craters you are looking at may be millions, perhaps billions of years old...or may have occured just yesterday. Without weather, they will likely be there for all time.
The earth is larger than the moon, and has weather. Without weather, the earth would make the moon look like child's play. For being larger than the moon, with greater surface area and gravitational pull, the earth has likely entertained many, many more impacts from comets, asteroidal bits and pieces and other suchlike.
And for some objects, our atmosphere can have effects much like a solid body as well. Recall what happens when someone falls or jumps into water from a great height? or at great speed? They say it is just as if they were hitting concrete. Yes, the atmosphere is less dense than water...but hit it at high enough speed, and you'll equalize the effects.
And so far, given the likely incredibly huge number of impact craters that would be visible on this planet, but for weather, farming, urbanization and so forth...not a single one of those has been proven to be from the impact of an alien space faring vehicle exploding either in our atmosphere, or on land, or sea...
Unless of course, you count Roswell. And Tunguska. And being generous and giving Tunguska the same kind of scientific credibility as Roswell here...well.