Hunters can't hit through the walls with a normal attack as the game would bounce trigger the recoil animation once a wall is detected. However that's not the case for skills. Some skills can still trigger even when the animation comes into contact with the wall. The problem here is that the walls do not clip the skills' hitboxes. So if the clown is ramming on the wall with rocket dash, his skill hitbox can extend to the other side of the wall. It is extremely unlikely to happen or to utilise in a meaningful way. Just try to be careful next time.
I think this issue isn't as serious as it sounds. close to 2 seasons of clown and I havent actually done it once.