Hi Grumpy,
When you draw 2 or more walls and you join them using the mouse, you will notice that they will "fuse", and instead of two or three different walls you will have a set of walls, with the same properties (thickness included)
However, if you join them using the arrows (keyboard) the walls will be together, but they will not fuse, therefore they will not share their properties, so you can use different thickness
The exterior walls can be fused only with other wall in the starting point and other wall at the end point. This is why, after you create a closed perimeter with the exterior walls, you can join the interior walls with the mouse, and they will not be fused with the exterior walls
Patricia