This isn’t really a good analogy because they usually kill by rupturing vital organs and/or make you eventually bleed to death. I think one can kinda make it work though. Expanding rounds from e.g assault rifles explode inside the body which is at least a little bit more akin to an asteroid that causes a lot of death through shockwaves and gusting winds rather than the mere local effect.
It's not the ball of rock and iron that is being killed, it's the ecosystems on its surface.
Ecosystems have "vital organs" as well. If you kill off enough key species they collapse. If you sufficiently change the environmental conditions to which all life is adapted, well then the majority of that life ceases to be able to live.