Maybe I missed it, but I could not find anything in the rules that says massive figures are unaffected by blast. Could you cite the reference?
I'm guessing OneTrueRebel meant this:
"Blast", RRG, Page 7:
If the target is a large figure, Blast only affects figures adjacent to the targeted space and does not affect the target figure.
Meaning the large figure cannot be affected by Blast if it was the original target.
Perhaps, but correct me if I'm wrong. If a massive figure is adjacent to the targeted space it should still take blast damage as long as the targeted space is not the massive figure itself.