http://www.youtube.com/watch?v=GO6luK_F77Y&feature=related go to the 32 second mark when the door explodes it seems like he takes damage from it.
I don't see what that has to do with bullet penetration and destructible terrain. The door indeed explodes, but that's part of the mission, it's an objective. So I'd hardly call it destructible terrain, at least not in the sense it is in games like BFBC2.
Although it's debatable whether that damage was done by the door or an enemy behind him (he was in the enemy territory, enemies could be seen around him), that is nothing new for an SD game. In ET and ETQW if you were close to such an explosive objective there was a chance you would get hurt. If that's what you meant then I understand, but as I said it's not really destructible terrain when it's a pre-animated objective. Although, I am not 100% sure they are pre-animated, but the chances are very high that they are.