Alot of the buildings are incorrectly clipped so when shooting out of windows you will hit the invisible glass, making you bullet do 0 or significantly less damage than you should have.
This works on the firestation but i suspect alot of buildings have this problem.
Go to the stairs in the firestation at the top, try and shoot of punch through the window, glass particles and sound will play and nothing will pass through
Hello 5sety4.
It is possible to shoot through, it just has the animation of broken window. It does seem that you just did not land the shot.