That's because they used standard, over the counter ammunition. Door breaching rounds are made with a sintered slug of powdered metal and fired at point blank range from a 12 ga. shotgun. The slug disintegrates on impact and expends all it's kinetic energy on the lock. The shotgun is usually fitted with a tubular "stand off" device which allows the shooter to in effect, put the muzzle right on the lock.
Regards,
GtG
PS If the lock doesn't fall off, use a bigger gun! A .50BMG round will go through 2" of mild steel...
It looks like their breaching round missed the target!