The characters overpass each other for programing convenience.
But for obvious reasons this is not the case with the holographic walls.
Common sense explains the difference.
We just donīt wanna to collide with our friends everytime we wanna to go to a certain place.
But to go over the walls donīt represent so much difficulty.
The concept of passing through walls and floors is nothing new on FF8.
For instance the control elevator which takes our heros from the MD level to the headmasters office went through the officeīs floor.And this was a FMV.

And yes,they touch the walls of Esthar.This was an exception.It was a mistake of mine(DONīT YOU MAKE MISTAKES?).
But this donīt change the validity of this theory anyway.