When an entity is against a solid block closely,arrows shot by crossbow enchanted with piercing may cross the solid block.This bug also works on item frame (it is an entity placed against the block).

The First picture shows how i test this bug.Player stands on the diamond block and then shoot with the enchanted crossbow.The second to fifth picture respectively shows that the arrow piereces through the solid block and hit the button to light the redstone lamp.I also tested with the creeper, it also works.

This bug works both in 1.14 and 1.21. I've read information on Minecraft wiki and there's no updates about this bug,so I speculate that it may works in all verisons from 1.14.1 to 1.21.