I was thinking they did. I just wish it was explicitly stated that the hits apply the pen modifier when attacking units in a building. This is kind of why the issue came up in our game, since there was nothing explicitly saying so. It would certainly make buildings much safer.
Also, I reread the medic rules, and it says heavy weapons, so it wouldn’t matter if the hits used a pen modifer or not during an attack, only that the weapon has a pen value to begin with. I think we’re good there.