That's actually correct. In the rules for Blast, you'll find: "Remember that any Wounds inflicted by weapons with the Blast special rule must be allocated to the closest model in the target unit even if it is out of sight of any models of the attacking unit."
Though if it's also a Barrage weapon, the shots instead come from the center of the blast marker rather than the direction of the firing unit.
I mean thats one way to get called out on that, though it makes more sense if a grendae drops onto a unit like that it'd affect the models under the blast but thats GW for you i guess
Be warned he who looks not where he walks for he may find himself facing death itself.