How do blast injuries cause arterial air emboli?

Two forces at play: spallation and implosion.

Spallation - takes place when a pressure wave passes from a dense medium to a less dense medium, resulting in displacement and fragmentation of the dense medium into the less dense medium. For instance, an explosive detonated under water will cause the dense water to spall into the less dense air; this is represented by an upward splash.

Implosion - takes place when gaseous contents within tissues are suddenly compressed by the blast overpressure. As the positive-pressure phase passes, the gas re-expands and releases a large amount of kinetic energy.

Arterial air emboli result from a combination of these two forces. Spalling forces disrupt the endothelium of the capillary wall as the wave enters the alveolus. The compressed gas in the alveolus (implosion) then re-expands, forcing air into the capillary - and bingo, the birth of an arterial embolus.


Source

Wolf, S. et al. "Blast Injuries" Lancet. v 374. 1 Aug 2009.