Hi Matthieu,
I can think of two possibilities right away that might be causing you an issue. First, are you shrinking the target size along with your detector. If you have a large target sphere for a small target object, you might be aiming rays roughly towards the target but still missing the actual detector in the middle.
Second, and probably more likely, when you use importance sampling the system has to scale the intensity downward for each ray to make up for the fact that a larger than normal number of rays are going towards this small selected region. As it happens, this can mean that you are triggering the minimum ray intensity threshold as set in the System Explorer. Try using a lower value and see if the rays manage to find the detector again.
If neither of these are the case, do you have a representative sample system that you’d be willing to share with the community?