In assemblies, different components can have different orientations – it's natural. However, when we do the shooting, directions are related to the global 3D layout. In other words, clicking on the X arrow component,Y, Z will be set as indicated by the triad in the lower left corner of the screen. This may result in a collision when moving components.

However, there is a solution!

To change the direction to the one associated with the shot part, must select Rotate around the origin of each component.

In older versions of SOLIDWORKS, when that wasn't an option, changing direction involved dragging the center of the system (white ball) on the face of the component to be shot. This way the direction of the explosion will be oriented like this, as the axis system of the indicated part.