I don't see anything here that definitively appears to be a bug.
Fireball's projectile explodes only in the case where it can't continue onewards - this is not new. Fireballs that hit a target and split, pierce, fork, chain or return do not explode. That was the case before 3.21 and is still the case. Fireball's explosion is the projectile itself exploding, it can't do that and also continue on.
In the video with the boss, the returning projectiles are travelling through the boss, which would indicate they're piercing it, which is why they don't explode there. IF there is no pierce on the projectiles then something else is happening, but the non-pierce case seems to be working correctly for me in-game.
The Kinetic Blast projectile itself never explodes, but it creates explosions randomly around it each time it impacts something/stops moving, regardless of whether it continues on with one of the afformentioned behaviours.
Returning projectiles...
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