There actually is consistency. But it has nothing to do with the distance.
There are two major questions that determine whether a dash is able to get over a wall.
- Should this champion be able to use it to run away?
- Is this champion a jungler?
If both answers are no, then the dash can't go over walls. The answer to the first might be no because the champion already has wall hopping on other abilities-- like Riven, whose E can't but whose Q can. Or because the champion is specifically designed to engage/counter-engage-- like Kled or Galio. If Kled could use his E to hop over walls, it'd go completely against his all-in theme and personality.
The answer to the first is generally yes for squishy champions like ADCs, who need to maintain distance. Hence, Lucian and even Caitlin can hop walls.
The answer to the second is more related to jungle clear. If a champion can't hop walls with a movement ability, it's a major detriment to their mob clear time and ability to gank or fight in he jungle. If the answer's no, then refer back to the first question. If the answer's yes, then it doesn't matter what the first answer is because they need it.
I included that specifically to explain champions that seem like outliers in regards to the first question, like Sejuani. But it explains perfectly why she despite being an engage champion can go over walls. Same with Zac.