That does not in any way defy naturalistic observations. Fossils are rare.
That's not true, fossil beds are relatively rare, but within those fossil beds also called Lagerstätte, fossils can be plentiful:
The exceptional palaeontological evidence of the Chengjiang Fossil Site is unrivalled for its rich species diversity. To date at least 16 phyla, plus a variety of enigmatic groups, and about 196 species have been documented. Taxa recovered range from algae, through sponges and cnidarians to numerous bilaterian phyla, including the earliest known chordates. The earliest known specimens of several phyla such as cnidarians, ctenophores, priapulids, and vertebrates occur here. Many of the taxa represent the stem groups to extant phyla and throw light on characteristics that distinguish major taxonomic groups.
It is within these beds that we find the sudden appearance, of many shelly Cambrian fossils, they are just there, in preceding layers we know preservation conditions were superb because we find amoeba fossils, jellyfish fossils and other soft bodied delicate life fossils.
If the Cambrian fossils had ancestors they'd be there.
Also, the fossils of ancestors of the major phylum lines generally existed before the cambrian and are documented in the fossil record.
Consider Anomalocaris:
As big as a Labrador, this animal - we are told - evolved. Therefore these specimens must have had parents and the parents will have had parents and so on. At some prior point in the past there will have been ancestors that visually differed, perhaps smaller eyes, shorter jaws, smaller size and so on, if we saw these they'd look a lot like Anomalocaris (shells, eyes etc) but would be visually quite distinct, a human could look at them and see one was an obvious ancestor.
Given the excellent preservation conditions in some of these fossil beds (Chengjiang, Qingjiang etc) there is no good reason for never ever seeing any examples of any kind of credible, ancestor fossils. The only things preserved always look like Anomalocaris.
This (and there are hundreds of other examples) is why they call it an "explosion".