I believe it's done to save resources.
I thought it was done to avoid modeling the pilots damage.
You'll also notice aircraft that crash or are shot down disappear after a few seconds. As far as I know there is no way to disable it.
You are able to have damaged and destroyed objects stay in for the duration of the mission. It needs to be done in the Mission builder when creating the mission. To my knowledge there is not a way to do it with a difficulty setting. As you mention it does affect system resources.