Why wouldn't they use the HEAT rounds on "soft" targets such as buildings? Yes it is overkill, but it would seem to have the type of explosive force required to be effective against a house, whereas a SABOT round doesn't seem to have much of a chance of doing anything but making a large hole straight through anything softer than an AFV.

BTW I think when they make an attack against a large insurgent force (for example Fallujah) they send in the marines and army to do some serious housecleaning and generally leave the Bradley's outside the city to create a screen that will be able to stop the insurgents from getting out, it's the theory anyway. I don't know about using Bradley's on patrols, but I remember seeing pictures of them in urban areas.