Interesting the shockwave here caused by a defence forces Javelin missile striking an armoured car and condensing the air.
Usually increases in pressure cause moisture to condense out (as in the case of an air compressor which has to be drained regularly). But that's when there's an isothermal compression and time for air to cool. In an explosion, the air compresses rapidly which makes it hot (so it should hold more moisture before condensing). But this competes with the moisture tending to condense out due to the air being compressed. Higher temperature wins out and moisture doesn't condense. It's actually the negative phase of the explosion that causes underpressure and partial vacuum that's responsible for causing air cooling and condensation (the second of the "booms" of the double boom heard during an explosion, when there's a rebound and pressure drops ). This phenomenon can also be observed when gas from an aerosol, e.g. deodorant, is released and can be at near freezing point or even produce frost, again due to the drop in temperature because of gas expansion.