This is an interesting bit actually.So, that's why I can't shoot ppl thru fences. We need more golden eye.
The reason for this is because the fence is actually a solid object in games with transparent textures (alpha textures) to give the illusion of it being a chain linked fence that has gaps. So in essence there are no "gaps" to shoot past and your bullets get stopped by the solid object that the fence is.
The only way to get around this is to have the game have a bullet penetration mechanic so that they go past solid objects like walls, doors, wood panels and in this case...chain linked fences. This is why it's not unusual to have games where you can shoot past chain linked fences to also allow you to shoot past other thin objects as it's already incorporated into the design. Unless the developers specifically want this bullet penetration to only apply to fences and not other objects (for gameplay balancing purpose)