Lines on walls bug. Immersion breaking.

Nope. They still do not go away.

It's been a glitch in the game ever since they enabled windows and doors to be freely placed on walls (previously you could only snap them to the grid), I think it was a patch around the time Eco Lifestyle came out?

I don't know if it's ever going to get fixed or not. Thankfully it's not too overly obvious when you're in live mode playing the game, although if you pause and look closely, the cutout slashes/lines are still there. Some windows and doors are more obvious than others, so try different windows to see which ones don't have the glitch or aren't as obvious enough that it drives you crazy. :)