@chaton, It has happened to me consistently across maps. Thrown grenades persist and explode if I get killed while it's mid-air, but rockets seem to vanish along with me. I'll start recording matches in which I play Demolitions and see if I can't reproduce it and post video (no promises, though).
This has been happening since first day of release!
If I kill an enemy who has just fired an RPG, the rocket disappears into thin air and never reaches it's target.
And if I manage to get an RPG round off just as someone shoots me, then that disappears too, and never impacts it's target.
Happens on any map.
Not a bug. If it's truly in flight it will continue to fly and hit the target. What you're mistaking for it flying is the animation. The firing animation plays and then the projectile is actually fired. What actually needs to be adjusted is the animation timing.
This bug only happens if the rocket is still in the chamber of the launcher.
I think what may be happening is when you click to fire, there is a delay on it leaving the chamber because the game is coded so that it simulates the rocket igniting. But if you are killing whilst this action is being performed, I believe the game doesn't register the rocket itself being fired and therefore cancels the firing sequence.