We had an in-service for the Broward County (Ft. Lauderdale FL area) county fire inspectors where a NFPA video was shown, where a test was done on wall penetrations. It was a sobering video, as it showed rapid expansion into the other side, of fire gases, which is usually what can kill you, not direct exposure to fire. The penetration was small, I don't recall the exact size, but I believe it was 1/8". The opposite room from the fire source became charged with carbon monoxide moving through the wall penetration, in a matter of minutes, making the room an asphyxiation chamber.
The AHJ is always whom you have to-satisfy. However, if you're protecting your loved ones, above-code is that-much-more protection. You may-not need to do it, but if the cost is minimal, why-not do it?
When I was a youngster, a family down the block had a late-evening house fire, single-family residences in a fairly-new construction area. The two boys were my age and 2 years-older, the older kid was asphyxiated and died. Our home was 5 or 6 years-old by then, and I don't recall the fire's origin, but it was the first time I had someone I knew who died. I don't think it had any cause for me to enter a career as a firefighter/paramedic and fire service instructor and fire inspector, but it's something I remember from an early age.