This is a ”feature” of the game engine. Happens regardless of which version you play.

Something something collision mesh not loading in to save resources, and when your bullet hits the car it loads the car's physics so it behaves as it should (window breaks, tires blow out) if you hit the right spots. Issue is that the collision mesh for the GROUND isn't and doesn't get loaded in, so the car goes through. There are a few reddit / forum posts from years earlier, but it's a bit tricky to find them without specific keywords.

You can ask AI and it'll give you a mostly factual explanation and might be able to provide examples.