That's always been the design of this game, it's not something introduced to this pack, tho? Anything that stands on a wall shelve will disappear once you put the walls down. All those shelves that disappear are in the wall selves category (or you wouldn't be able to have it both ways, have them on the floor and move them on the wall without MOO)
What I find annoying is when the objects get stuck like that painting, on the half-half situation and blocks the view, plus it's a bit annoying because I always think that it sticks like sore thumb. (so I actively avoid placing objects in the way that will result in that.)
