Yup, particles are not designed to do that. They are designed to be as cheap as possible. To achieve the behaviour that you want they would need to hold a ton of extra information that would just cause overhead and hit the performance of the game. Also in the link to the forum posted below they say that particles are processed by the GPU and all the gameplay logic runs in the CPU, so there's no way for them to communicate. The way to achieve the effect that you want is spawning projectiles that behave like those particles. The particles should be driven by your game logic, not the other way around.
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