If a trident hits a block and the block is removed it can't damage things anymore but arrows  can.

They also can't damage other things after hitting another entity but an arrow from a piercing crossbow can.

How to reproduce:
1) Put mobs in a 1 x 1 chamber
2) Place a block 2 blocks above the chamber
3) Through a trident at the center of the block

3.5) Put mobs in the chamber

4) Break the block and see the trident hit the mobs and none of them die.

How to Thing 2:
5) Put mobs in a 1 x 1 chamber with a open trap door above the first one
6) Through the trident at the mobs in the top chamber and then see it not damage the ones in the bottom chamber.