Were you guys aiming for the red parts of the statue? If I recall correctly, the statues have three parts that must be separately destroyed, and if you fly a missile into the skeleton of a part that's already destroyed, it won't register and will fly right through it. When you hit certain parts, there should be less surface area to hit, but it's still pretty easily misleading which parts have yet to be destroyed when your missile fuel is low.

Mr.DooM wrote on 03/09/14 at 17:15:04:
I played on this stage again because the host picked it. It's still not a fun stage to play Nuke on. I think the fact that it's impossible to hit the missile when it's up there, has something to do with the missile's hitbox being smaller than Talon's. Talon can be hit from up there but not the missile, so that means the ceiling is high enough to make the missile's small hitbox to be out of range of your weapons. I wonder if jumping will help. I want to test that but I'm gonna need another person to launch the missile.

Edit: I just realized that I can just do split screen by myself.