LoL.
I know what you mean when they shoot through the walls, but in some cases it makes it a bit more realistic, ie. in cs_1337_assault (which i think is one of the best maps for bots) they shoot through the roof when you are up there, and in my opinion, they have every right to, as there is a miriad of ways that they can locate your position (if you think them as not just bots but real ppl...
). So sometimes it is a real hazard that they can hit through (or my least favourite) when you just duck around a corner, but other times i would think that it provides a bit more realism.
I hope my thoughts give you another perspective of the shoot-though-wall issue.