Yes, you can just build a wall or a door, even in the USA. I've done it. It may not be according to code, but that's the very issue here: enforcement. Until someone dies, how do they know? Surprise inspections are exceptionally rare. There's just way too many buildings.
I've even had modifications "inspected" by the fire department, multiple times. I put that in quotes because I've only ever seen them count the number of automatic sprinklers in the building (which did not change), or look to see if we had fire extinguisher signs, and a fire extinguisher under each one.
I've even seen the FD (in a modern American city) respond to and put out an actual fire, and not care that the building did not match the permit plans.
I'm curious what your experience is, as there is no aspect of this which I would describe as "heavily enforced".