I'm not talking about therotically here. The SM-2 was at the time in a development program that involved direct hits.
A test warhead for direct hit capability is something that was tested for the SM-2 repeatedly, and was almost certainly being tested around the time this incident happened.
You would not expect any fragmentation in such test. Since hit to kill capability was under development at the time, and since test missiles often have dummy warhead, you could reasonably expect exactly what I said.