Halving secondary wave damage is not an unreasonable method if you feel that the rules are too harsh. The underlying problem which you touch on (transfer of force even when the walls stay standing) is too complex for any simple solution if you want to be good to realism.
The reason being is that it depends on both the type of explosion and the walls its impinging against. For example, Imagine a theoretical vulcanized rubber-walled (say, 20 cm thick) room. Detonate a frag grenade inside. What happens? All those rebounds SR4 calls for never happen, because the shrapnel sticks in the rubber. Now, detonate an HE grenade. Guess what? You're dead, very dead, because the vulcanized rubber is stiff enough to reflect the overwhelming amount of the shockwave back towards the center of the room.
Now take a thin-walled (5 cm) steel shipping container. The result is the exact opposite. The HE grenade will bow the walls of the shipping container, transferring its energy away from the center point, but the shrapnel will bounce around in there until it finds something fleshy or it's shed all it's momentum (which'll be a while as far as anyone inside is concerned).
I could go on all day with examples where different explosions, given a different barrier, will result in a completely different scenario. So, they simplified it, if the wall withstands the blast, the wave comes back at ya. If it doesn't, the wave leaves you alone.
If you want to be nicer without just assuming half the second (third, fourth, etc) wave's damage on impact, you could use your GM magic to apply a "most rational" solution case-by-case. Perhaps, since they're in an asylum with padded walls, you ignore the frag grenade's rebound entirely. And when the HE grenade's explosion bounces off, you figure there's enough give in the padding to reduce the wave's explosive potential by, say, half structure?
I find these "as you go" type rulings (if your players are comfortable with it) are a far cry better at establishing a sense of realism without completely negating the fear of chunky salsa than any static rule could be. After all, that tactical consideration should be on their mind when they decide to take cover in a shipping container. It may even coax them into a sub-optimal solution, using wooden shipping crates as cover and spreading out. Heck, that's the point of grenades, to keep people from digging in too deep to dig back out.