I tested it more and what someone in FF forums said was confirmed: it happens only on local server.
Yes. That has been around since before the public release of the mod.
However, I noticed it recently (i.e. several months ago) on a public server. I saw a steilhandgranate impact a bofors gun and that effect was present. I tried to replicate it at that time, but was unable to IIRC.
In any case, perhaps the material of the steilhandgranate should be reviewed or something. I don't know what determines specific effects to be displayed on impact of certain surfaces, but there must be some kind of error with the steilhandgranate.