If you are using composite walls, the wall closures at doors and windows are made by the "Skin End Lines" defined in the composite structures dialog. You can get these to be heavy outlines by changing the settings of the composite but thus can cause problems with wall intersections.
Some doors and windows can add their own closure lines. Check for parameters in the ones you are using. This is the best way to fix it, but in the US library some other parameter settings will occasionally mess this up and put the lines somewhere they don't belong.