If you've ever been against hecarim, regardless if he's supposed to stop, once it registers him locking onto a target the damage from his e will be dealt. I play a lot of veigar and any other champ with a charge or dash that isn't vi ult, hec ult, or malph ult stops at the walls. Hecarim stops at the walls, but despite me being past the other side I will still end up taking the damage from his e. It even happens when you flash over a wall, once it registers him getting close enough you not only take the damage but the knock back despite being in a distance where it shouldn't hit you.