I grouped a 1' wall and a 6" wall as as a steeped soffit frame. In 2d it works fine but in 3d a gap appears between the wall segments when they cross over another wall, even if they do not touch in height. When i pull the frame off the building it has no gap.
A picture would help, but if I understand correctly what you describe should not happen (that is when the walls don't overlap). In any case you should be able to make the problem go away by changing the intersection priority of the soffits' layer.