Is it the only time you saw this happens ?
I tried to reproduce this behavior in the Editor by spawning AIs right into walls, but they didn't keep that position.

AI firing through a door in Combat Patrol. I killed him through that door.

AI firing through a door in Combat Patrol. I killed him through that door.

Before hitting a target, it must be found. Or I'm wrong?
The enemy is not visible behind the door and behind the wall.

I'm not sure what you're talking about @urfinjuce, but in my screenshot the AI was firing, you can see the burst of his weapon.

What was the distance? 10-50m?
If the distance is 100-150m? Without optics? How to determine - the enemy or the friendly through the wall at this distance? If the friendly and the enemy are in the same building?
Better say, that shoot through the walls - a prerogative AI. And the question will be closed.

I was about 20-30m from the AI.