The problem is how waves interact with matter. Thickness of walls is not to be taken into account, since basically a wall is (partially) not metallic, therefore attenuates e.m. waves but doesn't reflect them. You cannot generalize on the material too, because air is in fact not very different from concrete. What changes? Epsilon and Mu of the medium in which the wave propagates. Both are not conductive though.
So what are you (maybe) meaning is that a wave cannot travel though a thick conductive wall. That is also false if you consider reflections, multipath and so on.
Now let me say this: my mobile phones gets my wifi (I'm using the 6GHz band so the walls should be even thinner, right?) about up to 15 meters away from a reinforced concrete wall behind which the wifi router was placed.