I have a DS age 5, DD age 1.
Both could hear a bomb go off and won't wake up.
I never really thought much about this until visiting family, who say to other people around the house 'Shhh! Such and such is asleep'. It confuses me at first because mine just don't wake up at all. I'd never think to not make noise around them. I actually still co sleep with DS (DD sleeps alone), and I watch films next to him without anything disturbing him
If concerns me slightly as their dad is like this, deep sleeper. He didn't hear our fire alarm go off. He also didn't hear me scream I had broken my leg when I fell to the bottom of the stairs