I never understood this and maybe I am wrong and this isn't true but can someone answer?

How come my armor piercing arrows/bolts/polearm/axe are more effective versus armor units than without. How could something hurt MORE after going through armor instead of just piercing you. Does the arrow get stuck in the armor causing more damage while you move while you can pull out the arrow if it hits you? I don't know - can someone please explain this logic or is it just there for balancing issues?