I dont know exactly but this happen with many DYOM new bies including me also.

we set an objective car in mission building but it will explode or smokes in playing mission...????
then we said;
Hey.. Its very annoying.. it definitely a Dyom bug.
Am i right or not..
but its not a bug.. read the below tutorial and get your solution..

Reason your objective car explodes is because you should not to set the car health to 100. set it to 1000.

100- Boom!
250- Black smoke
500- Gray smoke
1000- Normal
2500- Ultimate Powerfull car