Glacial Lance does not work with Tornado Shot

Reproduction:

1. Shoot Tornado Shot
2. Shoot Glacial Lance into Tornado

Expected Result:

Glacial Lance gets replicated 3 times

Actual Result:

Glacial Lance passes through Tornado without interacting

Also just noticed this and just.. why? There's so many neat potential interactions and if they don't work it should state why or list the restriction. "Cannot work with projectiles that always pierce" or something. It's such a let down to see stuff like this and think "oh neat!" and then it just doesn't work.