Why dont any of the new FPS style games aside from call of duty have bullet penetration?

I would love to see it in RAGE, it makes sense for a gun to shoot through certain objects and more powerful guns to penetrate thicker objects..

In brink you cant shoot through any glass in the game, you cant shoot through booths in the resturaunt style area.. Is there any chance that this game RAGE will have at least the realism of bullet penetration?