They don't shoot through walls, the suit simply shows you the shots, even though they stop on the other side. You'll notice that beams go straight through you, but you take no damage.
i know. this beams are showing the direction they shoot. at me. just after the wall. when i turn my cloak off.

Was this on the Dark Heart level where Hargraeve is directing you to the City Hall and there is a train station with a corpse lying in a chair? Because I noticed that too. At first I thought maybe the floor was grated instead of solid and they were seeing me through that, but the floor was indeed solid. I hope they fix that.