Its shooting a rocket, not a shell, it makes no sense to fire through objects.
Small houses and bushes? Sure it can fire over. Large buildings and giant forests? It should detonate
Being able to fire through large objects lets you place the sturmtiger in positions that are extremely hard to react to with its appropriate counters (other tanks/TDs). As well, if the shell goes off, its almost 100% death for the squad it fired at.
The sturmtiger shouldn't be able to wipe infantry (and so much at that) so easily while being able to avoid its counters at the same time. It should be vulnerable given the damage it dishes out
In a perfect world that would be the case, but for some reason relic can't code it to detonate upon hitting large houses and such, without also detonating on small shrubs and fence posts.