The reason it doesn't penetrate drywall as well as other typical expanding rounds is that it will expand if it hits drywall while other typical expanding rounds simply punch through unexpanded.
The expansion increases the surface area and reduces penetration in drywall dramatically.
Federal decided to load their civilian EFMJ (Guard Dog) with lighter bullets than normal for caliber (105gr-9mm, 135gr-.40S&W, 165gr-.45ACP) while their LE EFMJ (Tactical EFMJ) is loaded with bullets that are more or less midweight for caliber (e.g. 124gr-9mm, 165gr-.40S&W, 200gr-.45ACP). I haven't seen gel tests for the two different loadings, but I would suspect that the LE stuff almost certainly meets FBI penetration specs and that the civilian stuff probably doesn't.
I can't find good gel penetration numbers for either round, most of what I'm finding for the civilian stuff (Guard Dog) is focusing on the fact that it exhibites much reduced penetration through intermediate barriers (a selling point, I suppose, for folks worried about overpenetration and bullets going through walls) but there isn't much about how well it does its job when there isn't a barrier in the way.