Sion can also do something similar with the initial cast, but once the wall is in place it can stop him, useful to go through the wall right as he tries to push you back. Similar to Hecarim, Malphite's ultimate (also being completely unable to be CC'd) can also go through it. Basically if a champion is "Immune to CC" for the most part they can go through the initial cast, but to go through a standing wall it has to be a dash.
So Sivir and Nocturne can spellshield the initial cast and it will go through them, however they cannot use the shield to walk through it. Same things happen with Morg shield and Olaf ult. However since Vi, Hecarim, and Malphite are all considered to be using a dash while also immune to CC they can go through.