Unfortunately, it does. It's a regression from Dawn of War II, where clicking a building with a grenade ability made the squad throw it into a window of the building and damaged everything inside.
It's utter idiocy how it works in CoH2, with the grenades flying through building walls like they're not there and basically behaving like the building is just a hologram on top of a piece of land where units are sitting and have a cover bonus.
If Relic regress more basic, sensible things in CoH3 like they did in CoH2 after DoWII (the aforementioned garrison regression, AT guns regressing into not snaring vehicles they hit and allowing tanks to hard counter their own hard counter, HMG teams not suppressing everything in their arc of fire by waving the MG all over the arc constantly), it'll be dead on arrival.
I agree with the grenades vs buildings stuff, but...
ATs snaring tanks and MGs insta-suppressing their entire arc is just utter BS