[Den-O]

The whole thing about time travel is that different properties/franchises set different rules for it. Back to The Future, The Time Machine, Den-O, Quantum Leap. Den-O tried to set down firm rules in the early part of the story but never quite nailed it down as the show went on. Destroying things in the past in essence steals all of the time that would've elapsed between that moment in the past and the moment in the present the Imagin came from. It ruins everything that came between.

Look at it this way and hopefully it won't induce headaches. Time progressed normally as it was intended, until a moment in the future where an Imagin forces it's way to the past. Up to this point history has unfolded naturally. Now they've inserted themselves into a past event to wreak havoc thereby altering the history that proceeds from the event. So those ripple effects are felt at the exact moment the Imagin left in the present. Hence why the buildings and such disappear. The explosions thing is just for dramatic effect as they clearly let go of that later. But the basic premise for why things are destroyed/disappear is the same.