There is a lot of confusion about why the explosion happened. I am not sure if it will be covered later, but this is what I remember from the WN.
The hero and demon lord figured out that the system was designed to pit them against one another in an infinite cycle and chose to team up and fight the administrators perpetuating the cycle.
I don't remember them targeting Black and being redirected by the goddess, but they did use a teleportation spell to get to where the administrator was.
The problem is that the fantasy world's magic is fake,... sorta. The magic that is know, and practiced, is apart of the game like system that D set up. Yes, magic actually does exist on a universal scale, but the magic in the system is like a tricycle in complexity compared to the real magic being akin to a bullet train.
When the demon lord and hero left the domain of the planet they also left the system and the training wheels that was supporting their "magic" behind. The result is that they lost control of the TP magic and exploded on destination.
TLDR The explosion was an accident not an intentional suicide attack. And the result was because of losing control of the magic, not because of incompatibility.