It was an AIM-9 Sidewinder. They're not sight directed; I think you're confused by the fact that the pilot can generate a lock-on by looking.

I can't find any reputable source claiming a removed warhead, and there's a visible detonation (it's not a Michael Bay movie, folks, they don't add gasoline to make a pretty fireball) on the close-up video; that greyish smoke cloud didn't come from the balloon. https://twitter.com/MikeSington/status/1621996717624393728