This is known as a non-collide texture, and there are DOZENS of them in San Andreas. Realistically, someone COULD map a wall or some other object back there, but the issue is with the base game. It'll happen even in single player.
Video removed, try not to show how these glitches are done.
As Karu said this is a bug that is part of single player - I'll close this for the time being as there's no point in us mapping in objects to fix hundreds of these around the map.
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