Pink arrows are indeed easier to see, but perhaps they'd be more visible if you'd just use a higher size brush.
Back to the issue, I'm not sure why don't you want to attach a replay. Seeing what exactly exploded there could help.
I'll repeat that only big explosions damage background soil, like dynamite, sheep, holy hand grenade, etc. You can see such explosions near Silvio Santos, below active worm, and one near to the rightmost arrow.
Judging by crater size, all 3 situations marked by arrows (or are there more arrows?) fit into my explanation above - explosions were not strong enough to erase background soil. In situation #1 (from left to right) it probably was an explosive barrel; situation #2 looks like an air strike, and in situation #3 it looks like there was 2 explosions: bazooka/grenade/mine + explosive barrel. Again, none of these are strong enough to do anything to background soil, and therefore it stays there. That is intended and isn't wrong in any way.
(click to start animation)
Also, as HHC said, some maps do not have background soil at all. And with
Project X background soil always stays no matter what.
.:Edit:. Keep in mind that whether background soil is destroyed or not depends on explosion power itself, NOT on specific weapon. For example, dynamite with 1 star power would not damage background soil, while a power 3 bazooka with double damage effect would sure do. All information above is specific to standart power weapons (3 stars) unless mentioned otherwise.