In The Netherlands we are used to model an exterior wall in at least two parts: one for the inside wall and another for the insulation and the finishing material (i.e. masonry). Many contractors even demand us (architects) to model all layers of a wall as separate walls.
By joining the layers we are allowed to cut an opening through all of them by placing a window family in just one of those layers, usually in the exterior layer.
However, when I include a wall sweep in the inside wall (like the mortar a brick wall is placed in, paneling or a baseboard) these wall sweeps aren't cut by the opening in the joined exterior wall, regardless of the "cuttable" checkbox being ticked.
In my opinion this is a bug, not a lacking feature.
Could someone please tell me I'm doing something wrong (or fix the bug)?