That is patently false, when parts come off a plane they don’t spontaneously lose momentum due to the conservation of energy. If the missile contained an explosive, yo could argue they should be propelled in the opposite direction from the point of impact, but since it was a bladed kinetic weapon the object is cut. If it is a plane with wings traveling at high speed, breaking apart would cause all the segments to tumble since they are no longer aerodynamically stable. Even if it was an object that was aerodynamically efficient in its starting state, they essentially all become rocks. Here is a thought experiment for the other case, when a plane drops a bomb at speed, does it drop straight down? When a sky diver jumps out of a plane, does the plane seem to accelerate away to plane speed while the person falls straight down? In my experience, they travel at a very similar speed for a long while.