In your project you set the wall type to wrap at inserts but by default the layers wrap to the center of the wall. What controls the wall layer wrapping location at inserts? Scroll down for the answer…
For doors and windows you can set the wall wrapping location as needed for the wall. A maximum of two closure planes are allowed.
In the door / window family simply add a reference plane where desired > Properties > check Wall Closure.
Ideally you want to constrain this reference plane to the wall face with a dimension line and lock the padlock constraint.
In the project the wall wrapping should now match this reference plane location. Some additional links are included below: Setting Layer Wrapping Reference Plane Properties