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Not sure I'd go the route of making them able to be passed through, but more along the lines of giving a happiness boost or something for actually having a structured room, i.e. constructed walls (instead of natural ones), constructed flooring (not currently in this game?), specific furniture/worktables, etc.  More like how it works in Rimworld...

Yep not in the game yet but constructed walls and floors, or else smoothed walls probably.

Right, so having four walls and a door to give them a sense of privacy would confer a happiness boost or meet a requirement of having an actual room versus just having a space designated as a room - columns/pillars would just add to that happiness, as it would make the room 'safer' for them.