I know the few times when I was in MK they had the walkway blocked off when Cinderella's surprise was being performed in front of the castle!! Otherwise it was opened and you could go through!
That's what it was, for the show, I'm nearly positive. The walls fold up when the show doesn't require them...and it's a while before the show when they put them up usually. I was there in March too, and that's what it was while we were there.