It's two different cases in fact. Limbs going through bodies occasionally may be a clash between the collision detection and the animation. They don't have procedural animations in the sense that the animation changes depending on the context (collisioning with other bodies), so when an animation triggers, it's always the same more or less (they can have some variables like strength or speed affecting some limbs subtly). During the animation, the limb won't cause a collision detection or the collision is ignored.
About the ball passing through a player, that's a very bad implementation of collision detection if there's only one player involved or a sign that a "scripted" event has triggered. For example, the player does the "trapping" animation and the ball goes though the standing leg. That's because in order to keep things fluid and controllable, animation>collisions.
If there are two players involved, is a clear sign of "scriptedness". For example, if you use inverted kinetics, there's a time window in which things must happen independently of collisions. This window consists in frames only, but during these frames things must happen as predicted, and no collision will be registered.
Both games have those, but in pes, though, I feel collisions are "dirty", that means a lot of unrealistic an unexpected things happen so often.
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