Thank you all for your help!
Here are the responses:
I'm pretty sure you can not set to explode the detailed view only.
What you can do is - Once you have the detail view created:
Change it to a "general" view. Your Call out circle in the parent view
will go away.
Once you do that you can apply the explode setting to that view.
Then you can Sketch in an ellipse call out on the parent view and set
the line style to phantom.
That should do it.
Just make sure that you associate the ellipse to the parent view: so if
you move it ...the ellipse will move also.
