It wasn't an AT rifle was it? Having said that, you'd be surprised just how much power high velocity rifles have. Most games and movies and so on do not show anything even close to real penetration, because no one would believe it.
20 years ago, there was a mass shooting in NZ where the killer used an AK. The police wanted to show why the AK was so dangerous and had to be banned (remember there are hunting rifles that make the AK look like a pea shooter), so they set up a demonstration and shot through a steel reinforced concrete cinder block wall. One round would shatter the front surface of the brick, the next would shatter the back and turn it into a hole. The re-bar was unharmed, but the concrete around it was shattered and falling away.
Most of the rifles in this game are much more powerful than an AK.
In RO2, most of the places you see as cover are actually no more than concealment in the real world. So in this game too, penetration has been dialled down.
An MG 34 firing 1200+ rounds per minute, would cut through most of the walls in this game as if they weren't even there. Even if the first round didn't penetrate, the combined effects of 20 high velocity impacts per second will do that to just about any wall. It's basically like having a long range jackhammer.
That's why bunkers are specially made and have metre thick walls.
Still, an 18" thick stone wall (or even concrete) does sound unrealistic. Do you have any idea what weapon it was? Also, are you sure the bullet came through the wall and hit him, rather than through him and hit the wall? Could the shot have come from the other direction?