Accurate energy consumption prediction is crucial for optimizing the operation of electric commercial heavy-duty vehicles, e.g., route planning for charging. Moreover, understanding why certain predictions are cast is paramount for such a predictive model to gain user trust and be deployed in practice. Since commercial vehicles operate differently as transportation tasks, ambient, and drivers vary, a heterogeneous population is expected when building an AI system for forecasting energy consumption. The dependencies between the input features and the target values are expected to also differ across sub-populations. One well-known example of such a statistical phenomenon is Simpson’s paradox. In this paper, we illustrate that such a setting poses a challenge for existing XAI methods that produce global feature statistics, e.g., LIME or SHAP, causing them to yield misleading results. We demonstrate a potential solution by training multiple regression models on subsets of data via a divide-and-conquer approach. It not only leads to superior regression performance but also more relevant and consistent LIME explanations. Given that the employed groupings correspond to relevant sub-populations, the associations between the input features and the target values are consistent within each cluster but different across clusters. Experiments on both synthetic and real-world datasets show that such splitting of a complex problem into simpler ones yields better regression performance and interpretability.