A 3D model imported as a door or window will always create the hole in the wall where you'll place it, whether magnetism is on or off. Magnetism forces such an object to be aligned with the wall where you place it and change its depth to make it equal to the thickness of the wall.
See this thread if you want to represent door angle in the plan or take into account handles for example (prefer use the version 2.0 of the Furniture Library Editor to set door properties).