fast objects skip through walls
Tunneling happens when an object moves so far in one frame that it is in front of a wall before the step and behind it after, so a per frame overlap test never sees them touch. Here the bullet moves about 40 px per frame against a 6 px wall, and each dot marks one frame, slowed down. The top lane tests overlap only at the dots and lets the bullet through, while the bottom lane tests the whole segment between two dots and stops it at the wall.
For fast objects like bullets, test the swept path from last frame's position to the new one with a raycast or shape cast, or sub-step the physics so each step moves less than half the object's size, and turn on continuous collision detection for fast rigidbodies.