Units do not change status when they become a passenger, crews always suffer the penalty while squads always don't.
So yes as a passenger the gun & crew are at higher risk, coded for it being on the ground as they are the majority of the time.
On the plus side you don't have to limber unlimber the gun or point it covering a specific facing while its on the ground.
Turn blast circles on if you really want to see if the truck was hit.
Just because it landed in the adjacent hex that does not mean it was 50m away. Your vehicle is somewhere in the hex as is the arty strike.
Look at videos of the effect of artillery on soft vehicles to see how devastating it can be.
Artillery hurts soft vehicles with shock wave, debris etc
Conversely regular gunfire has little effect on a vehicle especially a modern one with all the crash protection unless it has AP rounds.
All that happens when the vehicle escapes unscathed but the passengers don't which happens with standard infantry weapons as well as artillery is the blast or gunfire was not strong enough to cause major damage to the vehicle but went straight through the window/ canvas cover & killed the occupants.
Also happens with armoured vehicles on occasion when hit, passengers die but vehicle is fine. Shot either passed straight through killing them or exploded in compartment without other major damage.
Then there are other strange things that can happen if this video is to be believed.
https://www.youtube.com/watch?v=wmHVgBh7Lx8