Very true and you must always consider deflection. It is surprising how a small twig can deflect a high powered rifle of target especially at longer ranges.
A hand gun projectile at usually < 1500 FPS can be easily deflected even at close range. Personally, I would never attempt a shot through anything except the perps clothing.
I have seen a 45 go through a steel back panel on a desk, then a lathe and plaster wall, finally embedding itself in an interior door.