It does go straight, but it will bounce off of a LARGE building (bigger than 3x3), in particular if it is right in front of him. A Level X with a Lug of any level really will mostly shoot through anything.
He will target closest Deka, UNLESS there are troops (spawned or SC) that have CLEARED EVERTHING (buildings, walls, etc.) and are in his sight line ... then he will target them.
I highly recommend the Lug. It makes the shot have a much greater margin of error and it marches with him throughout the fight helping him wreck other things fast.
I use Kessen on EVERY non-green attack I do and 50% at least on the green planets. EVERY single base is getable with Kessen if you figure him out.
There is a great chat on the LINE app covering all things Kessen.
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Level X Rebel : Medal Maxed