It is also quite easy to cut. So that you can easily cut out and replace damaged pieces. (Most should know how to do basic drywall repair, it is not hard) It is designed to be easy to install and repair, but is largely decorative. It really does not provide or have much in terms of structural strength. You can put a nail through it with basically no effort at all too.
Even the BBs from an airgun go straight through it.
Based on tests I have seen done a 9mm can easily go through 15 sheets of drywall.