What is the the resulting hit effect message you get on such a hit?
If it's a non-destruction result with 1 or more "*" characters appended then you have only
damaged the target some, and so it might well shoot back this turn or later depending on morale etc.
Not all hits penetrate, and not all penetrating hits are fatal.
I'm not sure what sounds get played on non-destructive penetrations - non-penetrating hits play the "splang" sound IIRC. But then again, I turned off sounds when I got the SP1 demo and have never bothered since
!
Andy