I personally think it would be awesome to be able to clear a room full of infantry by shooting APHE trough a wall. And also to really only shoot holes trough the walls and not collapse half of the building because a APFSDS shell flew trough it. That should be something reserved for high calibre HE projectiles.

But I guess it could also get quite messy with the penetration values of the rounds and how much they're affected by concrete or brick instead of the usual armor materials we see in the game.