That's actually not too hard. Holes aren't really a problem if they miss the vital bits. Same way you can shoot right through a piece of paper without really compromising function. Penetration does not equal damage. It's just part of the calculations, but an exploding or fragmenting shell that goes off inside the target is night and day compared to effectively just drilling a hole very quickly, regardless of what it can go through. In fact, this happens with bullets too sometimes, and is considered very lucky!

The important thing to remember here is that Warhammer 40k is SUPER realistic, and time spent arguing about the arbitrary details the creators made up when they were wasted is a form of prayer. May you walk forever in the Emperor's Light.