For invisible walls, at least, there are other reasons. In multiplayer obviously getting out of the map can break things, and in campaign and multiplayer there's the possibility of getting stuck out there, and in campaign (and maybe multiplayer) there can be glitches that are only triggered when out of the map that can mess up your game or even crash it. (They're still detestable but if there's no time or no resources to create visible walls somewhere, and walls are needed, I think they can be acceptable.)