JET Loaders start off in a normal Loader form capable of walking and shooting. What makes them unique is that they can transform into jets and fly around, shooting missiles at the player. It is possible that despite being completely mechanical, hitting the cockpit could provide a weak point when the JET Loarder is flying around. It is likely that the eye of the Loader (which is a weak point in every Loader) is housed within the cockpit, simiarly to how a pilot would be.
It is highly advisable to take out these enemies out quickly before they can take off because they make for much easier targets on the ground.