Still a thing as reported by all of the above.
Hit me too on the OP already, but wanted to note that I noticed this a few patches ago (it might've been Strangerville, but I'm not sure). When I first saw it, I was able to place a new wall after deleting the floating doors. However, starting up a new save file on the latest patch I can no longer add a new wall.
May 2019 - last edited May 2019
Workaround: Replace with the Maxis Movers & Shakers Gym found in online gallery.
Today I decided to look at the Movers & Shakers Gym that comes preloaded in 'My Library' in game.
The build is slightly modified from the original but the walls are all intact!
I am not certain if this version has been there the whole time because I never really looked.
Patch 126.96.36.1990 / Walls still missing.
Using workaround: Replace with the Maxis Movers & Shakers Gym found in online gallery.
I'm also having the missing walls issue. To answer the questions from Crinrict's first post, they seem to just be invisible. Sims still route through the doors and you can't place anything where the walls should be without moveobjects on. I also cannot delete the walls, and if I try to delete the whole room and rebuild, I still can't place walls or items where the walls should be. I have to bulldoze the lot entirely.
July 2019 - last edited July 2019
Yea I forgot there was another changing room for the male sims that is missing until I replace it with the one in the gallery. I hope they fix it sometime. I just hope the new players who are playing the sims for the first time, won't get confuse to why there sim why won't go to the bathroom or take a shower. Because of other sims in the room.
Also all my new games are still like that with the walls and objects are missing for it. Even with the pass update, that is 188.8.131.520 and I got all of the packs still install and even buy the new pack that just came out.
I found a workaround that should help. Expand the partial of the invisible wall then sell the same wall. It will say wall does not exist, ignore it. Undo the changes you just made. It should make the wall visible again. Finally, use the room tool, not wall, to make them into separate rooms again. I hope this helps.
Just noticed the invisible wall in my game too. This wasn't like this before, this lot was somehow broken in a recent patch... I wish they'd fix it already it's really annoying.