Rhodey wasn't in the Humvee behind Stark's, at least not at the point that it was attacked.
There appear to be four Humvees in immediate view as well as a Jeep. Humvee #1 is totally destroyed in the initial explosion. Stark is in Humvee #2 (of which all of the occupants apart from himself are killed or seriously injured). Humvee #3, which you assumed contains Rhodey, despite there being no actual evidence of this, is attacked, but at the point that it's assaulted and the crew die, there are only three soldiers present on screen, none of whom are dressed like Rhodey. Humvee #4 appears untouched in the background.
Possibly he was in the last Humvee or, like in the original screenplay, he had disembarked and was off chasing after baddies.
TONY’S POV - OF JIMMY: as he’s stitched by a bouncing Betty
mine. Now, running past, firing a .50 cal. machine gun is --
USAF Lt. Colonel JAMES “RHODEY” RHODES. He looks in.
RHODEY: GET DOWN, TONY. GET THE --
[An EXPLOSION cuts him off. Rhodey fires through the chaos,
covering all directions, then advances into the murk.]
Iron Man - Original Screenplay
Note that the official junior novelisation we learn that the Ten Rings terrorists only hung around long enough to snatch Tony and leave. There was no effort made to mop up survivors.
“Something’s not right,” Rhodey said.
“It looks like a standard hit-and-run to me,” the general replied.
“Sir, I’m telling you, this was a snatch-and-grab,” Rhodey insisted.
“As soon as they got what they wanted, they melted away—and what they
wanted was Tony Stark.”