I've noticed some vehicle weapons, like concussion missiles, have the Blast quality. Does that mean that they can activate at close range in vehicle combat, or Blast can only be used to Engaged targets?

See the sidebar on the top of page 225, EotE Core Rulebook ("Starships and Personal Scale"). If the vehicles in question are at Close range in planetary scale, it's really up to the GM & players to dictate how far apart they are in regards to personal scale, since all the personal scale range bands fit inside of planetary scale's Close range band.

To expand, the default is "no". Vehicles are assumed to be leaving enough room between each other not to get caught in the blast, so the blast is not useful at Planetary Scale. If the narrative suggests they are closer than that, however, the GM may allow the blast. In one of our games, our gunner spent a triumph to say two tie fighters were performing close maneuvers, and therefore in blast range (then spent the advantage for the blast).

To expand, the default is "no". Vehicles are assumed to be leaving enough room between each other not to get caught in the blast, so the blast is not useful at Planetary Scale. If the narrative suggests they are closer than that, however, the GM may allow the blast. In one of our games, our gunner spent a triumph to say two tie fighters were performing close maneuvers, and therefore in blast range (then spent the advantage for the blast).

That's probably the best way to look at it. Vehicle combat at smaller scales (speeder chases for example) could easily have vehicles within blast range. That's a good use for Triumph, or even a Destiny Point: "I wait until the swoops are side-by-side then toss a grenade." *flip*

As noted in another thread, weapon qualities (such as Linked and Blast) are activated in the same manner for starship/vehicle weapons as personal-scale weapons. Missiles with the Blast quality have proximity fuzes (a real thing) that allow them to detonate near the target without a direct hit. You are probably better off using the Guided quality in this case to have another chance at a full hit for more damage.