Exact. It is not really any different than going from in-house to beta testing in software to get those real world bugs that always come up -- it is a known step of the design process before even starting.
Especially aerodynamics. Modeling fluids alone is very hard and intensive, and that's before you model surface interaction, possible ablation, temperature, shock, and all the other forces present in a dynamic situation.
Not doing any x-ray testing would be completely negligent.
No, it's real world engineering. You can't simulate everything when you're doing something totally new. You need to make tests on real hardware to confirm that your model is good.