The Herakles walls can be shot through ? I'm sure I checked that...Maybe no more, opening post is more than 2 years old.
The thickness of a something does not really relate to whether it can be shot through. Would you have guessed you can shoot through the complete grassy hilltop that's present on the far side on the "workshop" map ? Or through the solid rocks on "wilderness" ? With basic snipers even.
In 2.6 however, I frequently see it failing for no apparent reason, since other times it works, with the same shooting direction, weapon/ammunition and so on. Thus throughwall shots are less powerful and I guess it depends somehow on the difficulty scaling; if I get unlucky, the damage is not enough to remain after going through the wall.
Please don't change it, it's hard enough to train snipers.