This is the result I get when I apply the boolean, only one quad gets pierced
I tried to pierce the quads above and below, and won't pierce. I also tried the operation with a different cylender and it won't work either.
The object I try to pierce with the cylinder (the car body you see) has the solidify modifier active, but not applied
I also tried on the car body object:
Normals>Recalculate outside Clean up>Delete loose Clean up>Merge by distance