Can someone explain this

The people making the video are trying to prove a rocket can’t work in a vacuum. The balloon car they use works, what I can not figure out is why it does
Not work when they put a cone around the exhaust. It should work, but there is something happening that I can’t figure out. Can anyone explain it for me please.
https://m.youtube.com/watch?time_con...&v=Gasaz2-HmBs

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