Angular distributions of electrons emitted in thermal collisions of He*(23S, 21S) + Ar, Kr, Xe and He*(23S) + Hg have been measured. The angular distributions are given as the angle dependent intensities integrated over the entire electron energy range associated with a particular final state of the ion and as electron energy dependent intensities. Also collision-energy-resolved angular distributions for He*(21S) + Ar, Kr, Xe and He*(23S) + Hg were performed and a pronounced dependence of the laboratory angular distributions on the energy of the emitted electrons was observed in these systems. We can explain this effect with different internal angular distributions for different electron energies, which are much more structured than the laboratory angular distributions, as the different orientations of the molecular axis during the collision process tend to smooth out any structure in the internal distributions. By measuring doubly differentially with respect to the electron energy and collision energy experimental conditions can set to approximately measure the internal angular distribution. From symmetry considerations we further conclude that the exchange mechanism is the dominant process for Penning ionization and that the radiative mechanism is not relevant in the He (21S) collision systems.