Just want to throw it out there that this is still a problem in 2021. The walls are actually invisible as the game gives me a "wall does not exist" message when deleting them, but Sims on the lot will still act as though there are no walls (shooing other sims away when they shower, etc.). The easiest fix that you'll see right away is to use the wall tool to delete the whole wall with missing sections (ctrl+click+drag), then put the wall, paint, and doors back. I'm so sorry to anyone new to the game that doesn't even have a functional gym in their base game world.
This is still an issue. Why isn’t anyone talking about this? Seems like such an easy fix…. What is up with EA….