I agree with @Pakislav here, while in reality all these things would simply demolish the building, it all feels very inconsistent in a video game as you're usually fine but sometimes you're not. Chems should also diffuse into buildings. If Security gets helicopters to dominate open spaces, Insurgents should get chems and drones to dominate enclosed spaces.
I agree, the inconsistency of the explosion penetration through walls, floors, and ceilings is extremely frustrating. How is it fair that you're stuck inside a building you HAVE to be in to defend yet it's raining mortars or rockets on you and you're taking unavoidable damage? Plus, with the ridiculous nature of how many grenades bots throw through windows and doors, you may run to a different room before the frag goes off but you're still killed - but only sometimes - by the explosion.