I have noticed this several times, but I've only taken the time to identify one example in a replay. When two transports are very close together a HEAT round can kill them both. Since it is not an HE weapon, this obviously makes no sense.
If you would consult the images, we can see the suspect moving into position in image 1. Then we can see in image 2 how Frithmann is in position, and that he has 6 round for his RPG. Then in image 3 we can see at the moment of firing, the round has not yet made impact, two Topas vehicles live, and the unit has only fired one, as can be seen by the ammo count.
In image 4 we can see both vehicles exploding at once, and in the last image we see how the top secret east german quantum-phasing AT round has passed through both slits at once, dooming my pie chowder zmechs.
Some interesting details:
1: I still won this game
2: I believe I have seen the same behaviour from ATGMs
3: Uncertain about kinetic rounds