When your shadow detail is set to low, and the game stops rendering a helicopter crash due to occlusion culling, the smoke from the helicopter also stops being rendered.

When your shadow detail is set to medium+, and the game stops rendering the helicopter, the smoke always remains visible regardless.

At around 1:15 my shadow detail is set to low. You can see that when the heli is visible, so is the smoke - when the heli disappears, the smoke goes with it.

At 1:38 I change my shadow detail to medium. You can see immediately after this that even though the helicopter stops being rendered, the smoke is now always visible.