Yes, the Army later developed the M429 VT fuze. However, this was late-Vietnam era and would detonate itself due to interference if you fire more than one at a time.Would have it been possible to fit these rockets with proximity fuzes? How was the fire control system supposed to work for the crew, did a gunsight automatically account for the range determined by the radar?
It definitely doesn't give much confidence in the rocket armament of some of these early interceptors. Sure a Soviet bomber is a bigger target, but it would also be shooting back if the interceptors got too close which tends to have a disruptive affect on aiming.
That story is so baffling... I wonder whether they should have tried the old trick used by Spitfires against V-1s: wingtip to wingtip.
... then again, it also happened to F-102s. When they went chasing cruise missiles (Matador or Snark, can't remember) gone rogue, and never caught up. One of the cruise missiles was later found... in south america jungle.