Unless the alignment of the panels is off, or wheel alignment is way outta whack, I wouldn't go tearing things apart.
Beneath the bumper cover is a huge chunk of foam, and behind that a dense polycarbonate grid.
We owned a 03 Protege. It's a simple function of mass. Great car, but won't take a hit like a Q.
Glad you're ok. Don't be afraid to go get checked out, though... doesn;t take a hard hit to cause permanent internal damage.