Knocking-out a lower wall/door section -sometimes- deletes the one above it?

As per the title, I tend to like to have large "barn-door" openings in 2+ story buildings and knocking-out a lower wall/door section -sometimes- deletes the one above it and there appears to be no way to make it work, other times, it works fine!

I thought it might have something to do with a roof panel above, but that isn't it! Maybe the wall has to be three stories high to work?