I'm not sure how to report this - I have the impression that this is not a bug, but intentional. I don't understand why.
So when I place a roof next to my fences, the fence disappears.
This is usually a problem with historical buildings which commonly has this feature. I end up using half walls or debug fences but it's inconvenient because I can't style-match the rest of my buildings.
Doesn't work no matter how low the roof is or how high the platform I build is.