The .357 SIG is a fast round. I'm not entirely sure it would penetrate thru 3 human bodies, however (torsos, not 3 arms of the like).
They don't carry frangible ammo (as some goofbag in the article suggests) because it's not as accurate, reliable, or effective. Shoot somebody wearing a thick coat with frangible ammo and they might very well laugh at you--shoot 'em with the .357 SIG and they probably won't get getting back up.
And I'm betting the round won't make it thru the better reinforced doors (Kevlar will stop a .357 SIG). The other parts of the bulkhead, if they won't stop a .357 SIG won't stop a hot 9mm or .45, either.