You have the artillery piece plotted for indirect fire.
Then, you try to select targets for direct fire - with the indirect fire flag set. You then get the indirect fire accuracy, with HE ammo (base probability to land a HE shell in the target hex itself most likely). However, the gun will fire AP (Heat in this case?) should you fire direct fire, and that would be at the hit percent (first shot attempt) for hitting a point target, which is different from the hit a hex percentage. The act of firing direct will clear the indirect flag.
If you have a weapon plotted for HE indirect fires, then you should manually clear the fire mission, if you need to do what you were trying to do. (Having the game clear the indirect mission just to check direct hitting chance is not a good option, since you might then clear an indirect mission you plotted 3-4 turns back).
Having a unit plotted for indirect mission, it will
not fire in direct-fire reaction fires, in any case. The indirect mission has priority.
Better to have your indirect fire arty back in the rear, hidden behind blocking terrain, and not sitting out in the front line
!.
Cheers
Andy