I've read through the rule book a few times, and can't find it. IMHO they missed this, probably because it is a 'standard' miniatures rule. As indicated above, there are skills that allude to it, but if it is in the rules, it didn't jump out at me.
However, in the SA FAQ, it is clearly explained:
Strange Aeons FAQ Scroll down to "Combat", and after the examples for Question 1, you'll find your 'rule' in the question about shooting into Close Combat.