I’m was getting the same see through artifacts using Ambient Occlusion within shadows on my stucco walls even though the texture image is a jpg.
Ambient Occlusion ON
Ambient Occlusion OFF
In digging a little more into it, I discovered that I accidentally applied a transparent glass material to my main group for this building. So any faces, sub-groups, sub-components inside this main group that had not had a material applied to them already, would have the glass material applied. I did not notice this at first because most of my surface do have materials applied. In my case the back faces of the stucco walls had no initial material and thus were transparent. Once I discovered that, all I had to do was apply the default blank material to the entire group and the strange artifacts within my shadows went away.
Here is a simplified demo showing the behavior: