Both shadows and quadglow (when cg_dlighttype 2 is on) is visible through a wall. This way you know if there is someone comming.
If this was intended to be a bug report, it should have been posted in the Bug Reports forum.
But I'll explain it anyway. Dynamic lights have always been visible through walls. It's a limitation of the game engine, since quake1.
Example: Go play quake2 some time on q2dm1. Have someone fire a rocket from the upper RL towards the megahealth. Stand on the other side of the wall. You'll see the lights from the rocket as it flies.