It was an AIM-9 Sidewinder. They're not sight directed; I think you're confused by the fact that the pilot can generate a lock-on by looking.
I can't find any reputable source claiming a removed warhead, and there's a visible detonation (it's not a Michael Bay movie, folks, they don't add gasoline to make a pretty fireball) on the close-up video; that greyish smoke cloud didn't come from the balloon. https://twitter.com/MikeSington/status/1621996717624393728
Yeah that missile fused. It was a normal AIM-9X. Missile war cranium detonations are underwhelming (there's not that many pounds of explosives involved) because they are trying to kill aircraft via shrapnel of some kind. Two common designs are a continuous rod that expands in a circle around the detonation, or a hashed metal casing that produces hundreds of small fragments.
I can't find any reputable source claiming a removed warhead, and there's a visible detonation (it's not a Michael Bay movie, folks, they don't add gasoline to make a pretty fireball) on the close-up video; that greyish smoke cloud didn't come from the balloon. https://twitter.com/MikeSington/status/1621996717624393728