They go right through, but the area exposed is the important thing, not the volume. Which gets hotter, a flat plate lying normal to the sun, or a steel bar standing up in the noon sun? Both the same mass of steel, and no wind.
It is the radiation on the exposed surface which is the major factor, so standing up under the blast is minimal exposure. Standing 5km away will give a higher dose of whole body radiation, just because it hits almost the whole front of the body.