I hate the trope of IRL weapons somehow being stronger than fantasy magic/artifacts.
Our whole IRL military exists thanks to our ability to exploit weaknesses in the ambiguous "threat", be that predators, diseases or other people, so we create more and more sophisticated systems and, when it comes to human on human warfare, countermeasures to these systems, while unable to change natural laws - if something can't burn, then we need to find another way to combat that issue. You don't fight polar bears or tigers with fists, after all.
Fantasy settings filled with creatures and entities that can (and will) completely thwart natural laws if that means they can survive, while ordinary people who are capable of same feat might achieve bigger things than what we can do with our tools.
Because you still need to fabricate rockets, get them to the battlefield and shoot them, while the magically gifted can just summon explosion due to their ability to cast said magic. And outside of fireballs, mages can do a lot of other things OUR military can't, like teleportation, complete invisibility, regeneration of body parts and possibly even time stop.
There is no way we are winning arms race with magical.