From Tech Support
This is due to the thickness of the wall in relation to the nudge distance. As you know, walls will automatically connect to one another, but the distance in which a given wall will "reach out" to automatically connect is determined by the wall's thickness; thicker walls will automatically snap further than thinner walls will. As a result of this behavior, most walls will remain connected because the nudge distance (default 1") is sufficient to allow the walls to automatically connect (which is what we're actually seeing when the walls extend automatically when nudging, they're not "sticky", they're auto-reconnecting every nudge.).
With that, there are ultimately two solutions to allow this behavior to work automatically in the manner we see it with other walls:
1) reduce the Snap grid size to something small enough to allow a 0" wall to automatically reconnect. In testing, this seems to be anything less than 1". The downside, of course, is that a snap grid of 1/2" is not entirely convenient to use.
2) increase the thickness of the room divider wall. Because Room dividers default to 0", it doesn't take a lot to overshoot them. Re-defining them to increase their thickness to even 1/8" will move them within the snap threshold of the 1" snap grid distance.
A different trick to use is to select and drag the divider as you normally would to manually pull the wall to a new location, but before releasing the mouse button, tap the Tab key once. This activates an Input dialog, allowing you to enter the exact distance you want the wall to move, and because we're dragging the wall, not nudging it, wall connections will be maintained.