Grenades can be thrown into buildings through solid walls. The throw animations clips through walls which results in the grenade being released on the other side. Grenades can also be thrown through other solid objects. Most notably, greandes can be thrown through roofs or upper floors - while kneeling look straight down, throw a grenade and it will land on the floor below - as well as up through floors from down below - prone under a metal military structure and all your grenade throws will clip through the floor above.
- Legacy ID
While standing directly up against a wall, face it straight on and then throw a grenade. The grenade will be released on the other side.
Might be that the grenade is spawned too far away from the character. Dunno if it will hurt the looks of the throw if it is moved closer.
EDIT: Reproduced and confirmed. Will probably be fixed down the line.
Yeah, that might work, but I'm thinking the best and most straightforward solution would be to perform a collision check or two before the grenade throw. Either way, I don't imagine it being a difficult problem to solve for BIS provided they are made aware of the issue.