After reading this post I did some research into the subject. I found to parts in the Building rules that may suggest that Buildings are affected by Lance, Meltas, etc.
on pg.92 2nd paragraph it states"...Buildings of all types use aspects of the transport vehicle. THe main difference between buildings and actual vehicles is that they can't move, and units from either side can go inside...."
also, pg.93 attacking buildings 2nd sentence "...Units may shoot at or charge an occupied building just as if it was a vehicle..."
These two lines lead me to believe that a Building isn't a vehicle...BUT...it is treated like a transport vehicle in some cases and treated like all vehicles in shooting and assault. If a Building is treated like a vehicle it will be affected by the same rules that vehicles follow.
My standing is Lance, Meltas, etc work against buildings.
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