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I can only suppose that the team wich create wall as system Family considered that , in real life ( and I can not deny this is true) , there is no wall under 5 cm high ( in this case 3 cm). Even so , if you insert a door or a window they can have a sill under 30 mm....
Anyway,you can force it and make such a wall if you use Component > Model In Place > Wall . By this method you can make walls with height under 3 cm...
Constantin Stroescu