Okay I seemed to have solved the problem... but I don't really get it. I had to change the complex profile wall's relation to zone to "Reduce Zone Volume", otherwise it includes the wall's area and volume... Why doesn't the "Zone Boundary" option work anymore when I use complex profile walls?
Attached is what is looks like when the wall has the "Zone Boundary" as the relation to zone. It's a 3D view of the zone. As you can see the zone is occupying the wall's volume, when it should be bounded by the wall. I do not experience this when I use composite walls.