Walls like that usually aren't solid. Of course only someone who's visited the actual grain elevator would be able to say for sure, but it looks like the type of wall that's just a frame with thin wood or plaster on each side, and mostly hollow apart from plumbing and wiring. An MP40 could totally shoot through that.
You are confusing the English/American/Australian way of building with the Euro way of building.
All walls in Euro buildings at that time, and mostly even today, are made out of brick/concrete. There are no things such as wooden frames with a thin layer of plaster on the outside.
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