I always thought it was odd how the Mass relays never get wrecked by random debris. We clearly see that 1 asteroid (a big one) smashes it up into pieces.
I'd spin that one 180 degrees. IMO it doesn't make sense that the asteroid could destroy the relay, when they are quantum shielded and survive supernovas.
The whole point of the relay's impenetrability was rather essential to ME lore. It was also what prevented the current races to study and retro-engineer them. If you actually can blow them to pieces by hurling an asteroid at them (which -as is even said in arrival - is not that difficult, it is odd that no one ever tried before in more than 2000 years of almost constant war and strife between the races (including apocalyptic scenarios like the rachni wars and the krogan rebellions).
So yea, the inconsistency here is arrival's fault, really and back when it came out, there was a lot of criticism toward that particular issue.
My personal head cannon: Blowing up the relay worked only because of object rho. You can see a lot of "lightning" being exchanged between the asteroid and the relay, just before the collision. I say, object rho and the relay interacted somehow and when they collided, there was an energy discharge that blew up both. Thus, the fact that "the project" worked was nothing more than dumb luck. Hurl a normal asteroid at a relay and you will only displace it, not destroy it.