I ran into this also. I forget what section is was, but I almost out of town. By the gaurds. Sometimes I could hit it from the other side, or like you said, walk through it if you did the back-and-forth step.
Made me think if the Imaginary character in the castle in Final Fantasy I.
Character: Norcross, the Bastokian Galka - Caitsith Jobs - 12WAR 30MNK 14WrHM 3BLM 15THF 13BST 30BRD
Currently farming for money to get Astral Ring(s?).
I always run out onto the airship before it has docked, and about a third of the time I hit a wall that actually is there but usually isn't. Usually you can run out onto where the docking plank will be and right through the hull of the ship about 3 seconds before you ought to be able to. 2/3s of the time I run right in no problem, but sometimes I hit a wall, stop running, and then go right through it.