Do you know sound travel faster in solids?
Vidunenahawula Website (National Institute of Fundamental Studies)

Sound travel faster in solids explain why you cannot hear or hear less sound from a person talking in a closed room next your room.
As you remember sound is type of energy which travel as a mechanical wave. When a person from the next room speaks the sound wave travel through the air, encounters the solid wall and continue to reach our ear through air in our room. When sound changes medium the sound wave losses some of its energy. So, when person in the next room speaks the sound wave changes the medium from gas to solid when it encounters the wall. The sound wave loses some energy when it goes through the wall. Also, the wall reflects some of the waves. When the remaining sound changes the medium from solid to gas it loses more energy. Loudness is measured by the remaining energy of the sound wave. As the energy of the sound wave is low you can barely hear the sound.