So, a lot of the meteors that hit our own atmosphere often burn up before they even hit the ground. Sometimes this happens peacefully as they disintegrate. Other times the meteor actually breaks apart violently in an explosion. The chelyabinsk meteorite was one such example where a fairly large meteor broke apart high in the air, yet the shockwave from it was so strong it blew out windows all across the nearby city.
Jupiter has a thicker atmosphere that keeps on getting thicker, so meteors burn up and break apart once they get too far down into the atmosphere. the very densest ones might make it far enough where the gravity pressure turns the gases into liquids, or into solids even farther down. It would cause a large explosion as it hit this dense ocean and eject a lot of material into the atmosphere. saturn, uranus, and neptune are similar.
With Shoemaker Levy, a large comet which broke up into many fragments and then struck Jupiter in 1994, each impact from a fragment created a huge explosion(iirc the largest explosion absolutely dwarfed the world’s entire combined stockpile of nuclear weapons) and a fireball that sent hot material and gasses high into jupiter’s atmosphere, and created heated dark spots on the planet that lasted for a while due to hot gasses from jupiter’s lower atmosphere hanging around in the upper layers.
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