If your gal is standing in the same cell as the thin wall resides, she may get fired at.
I think the type of wall has something to do with it. I noticed some doors don't go all the way up, there is a small gap at the top. You will only see this when you take a first person look screenshot (F10).
The map that I tested this on was the Hawk. Here the doors on the lowest level have this gap at the top. Apparently the AI then calculates a valid trajectory for arcing weapons to the unit behind the door. As we all know bugged trajectories exist, and this is one of them. So the AI thinks it can throw grenades at the unit behind the door, but actually they all land in front of the door. Result for me was that whenever I had a spotted gal stand behind that door, there would be a rain of grenades.
Not sure if intended, but if the explosive is strong enough, this is some form of hack to get the AI to blow doors open. Only works for arcing projectiles though.