I agree, on the PC we can turn off these walls, only yesterday I went for a walk (using the console version of NOCLIP!) and its amazing what other areas have the possibilities of opening up - but I guess again this is to do with possible future DLC!
The gates that you find that happen to be locked (once unlocked) and with noclip on lead you into massive areas, just waiting for future DLC's or MODS.
I guess a lot of the tunneling is for 360/PS3 owners as these machines have (in real terms) limited specification and or ram to work with and the game must work on them first, once you have the 360 version working, its an easiy! (ish) port to PC and away you go.
But it is a shame, cant wait till we get a PC Mod that removes the walls (there is one! already) but also updates the graphiocs to HD quality

Then we get the game the PC deserves