Why are rockets not responding on time?

Now, I am almost certain that this is a Roblox problem, or a ping problem, but here's the deal:

I took the default Roblox Rocket Launcher you can find in the studio, and when I try testing it on a server, the moment the rocket collides with an object is a bit too late. What I mean by this, when you visually see the rocket colliding with anything, it doesn't explode, rather it explodes only a bit after. Now, this is a major set back in my game, because I added a code that will calculate the distance between a player and the explosion, and launch the player away from the explosion, AKA Rocket Jump. But since the explosion occurs only a bit afterward (Or sometimes, it doesn't even detect the collision AT ALL), the rocket jump turns out to be very dissapointing.

It is worth mentioning that this does NOT occur when I test it on Solo, and this issue has NOTHING to do with the script I implemented. (Trust me, I checked it, this issue happens with the default rocket launcher, so it's pointless to ask me to show the script I added, since it has no effect on the issue).

So, have any of you an idea what the problem is? If so, how can I fix it? This is rather crucial to my game.