This is something I put a lot of thought into. I have read plenty of the "over penetration is a myth" arguments.
The core flaw in their argument is that they work from the assumption that they will never miss. They extend that to the firm belief that no responsible gun owner could miss. The next leap is the position that a gun owner who builds their plan around the idea that some shots will miss is an irresponsible gun owner.
These people build their plan around the belief that when everything around them is at its worst, and potentially most chaotic, they will perform at their best.
Back to guns, I have seen several tests online that show that the .223 with a light bullet, hunting loads, has significantly less residual potential after drywall penetration than 9mm. I, quite literally, just ordered a .22tcm rifle because I want to test its residual potential under the same conditions. It seems that it should, after all, it is shooting an even lighter bullet, again ay high velocities.
I ordered it yesterday, so it will be at least a month before I do any testing.