Actually, in the first 12 hours or so, they leave it open. "The engine stoped, but we just don't know why yet", or so. How? How could you not know, when there is at least 20 people listening to a guy saying "just took a hit"? You either don't know anything yet, or you know exactly why that engine stoped.
Don't get me wrong. Those are complex machines, built, maintained and opperated by humans. We've seen all of them (regardles of type) catch fire, or lose a wing, or get flown into ground. These things happen all the time, even in peace time, and chances are, they are more likely to occur in combat, when stress is higher and metal is pushed harder. But, it's just that the line has been used too many times and proven to be false, that leads people to believe "shot down, until proven otherwise".