This came up a while back about why Stug's were shooting HE at Char tanks when AP was available if I remember correctly. The end result of that discussion was that the tank crews are smarter than us. They will fire HE at a target when there is no hope of penetrating the armor with an AP round. They choose to do this because the HE round will have a better chance of scoring a disabling hit that results in the target being immobilized. As PatG mentioned this is probably only beyond a certain range threshold.
Have you tried firing on these targets at close range? I'm not familiar with the Japanese units but check out the encyclopedia entry for the French R-35 tank. Again as PatG mentioned you may be equipped with the same peashooter that's on the R-35. I've used the R-35 before and it says it has an AP range of 16 hexes but that would be like a golden BB shot. I'd say maximum effective range is more like 6 hexes and that's only to get the 1 penetration the thing is good for. If you are trying to shoot at anything with 2 armor or more you may as well be throwing dirt clods at the thing.
Also, actual AP penetration decreases with range while HE penetration stays more or less the same. It may well be that from a certain range on the HE rounds actually have a better chance of penetration.