Leaving before anyone could notice you would be a bit more of a problem.
A place like the Cape is tough because you have many, many contractors and commercial users along with multiple civilian and military fed personnel and even academics. It's likely full of people trying to get their work done, not playing "if you see something say something."
How secure is the Cape? Anyone got any experience?
So you sit. Hope they don't have dogs, wait for dark, then exfiltrate. Hell, there are even ways to counteract dogs.
How many former snipers do you think there are in civilian life? How many smart rednecks who can shoot well enough to hit a rocket-sized target at 300 yards? (hell, I'm in that category...)
Somewhere in the union of those two sets, there may exist somebody with sufficient motivation to pull something like this, and enough spare time to prepare well enough to succeed.
I'm not saying that this is what happened, but I am saying that it's far from impossible.
A bullet hitting the rocket would cause ripples in the sheet metal that ought to be visible.