Yep, it's a really old netcode limitation of DCS. Damage is not always completely synced visually.
Also I have a feeling many here are comparing AI damage models with player damage models. AI will be easier to take out than a real player in most cases since their damage model is not based on the real flight model (EFM/PFM/AFM) but on the SFM with a really simple damage model. They usually only know a few states: intact, slightly damaged, shit's going down.
If you want to compare damage models in DCS, do so with other players and higher-fidelity planes (not Su-33 or MiG-29 with their SFM).