I'm guessing this is a glitch? The Hocotate Phase Bomb glitch I'd call it.
It seems (as of the newer versions of SSB4) when I use Mario's/Dr. Mario's custom move Gust Cape/Breezy Sheet on a Hocotate Bomb that's about to ascend, it'll move it sideways while doing so but on the way down, it'll pass through everything and therefore not explode. If I remember correctly, in previous versions of the game it had a possibility of passing through solid ground or exploding (I didn't fully analyze this when I knew about it back in the early updates).