Tried using a Heavy’s rocket, and in the past, grenades, in multiple situations where the blast radius shows a kill or serious injury to the enemy. The actual blast does little to no damage. The enemy is within the blast radius, but usually has some small destructible obstacle between the blast origin and the enemy.
Last time I used a rocket, it showed a kill, but the enemy received no damage. Sorry, but due to circumstances, no pictures. It’s been prevalent enough that the specific instance doesn’t seem to matter, with the exception of there being destructible objects or terrain between the enemy and blast origin.