I'm going to pick one of the .22 caliber choices. It could go either way based on bullet weight, construction, and velocity at impact.

I am going to say that for the same reason tornadoes or certain other strong winds can drive pieces of straw into telephone poles. In layman's terms, when the phone pole is pushed on by the straw, it attempts to push back. The straw simply pushes too suddenly against the phone pole to for it to "push back", so it penetrates.