Top Gear also has these immortal brake markers going into the back chicane. You have to think reasonably about it given the differences between a video game and reality:
-In a video game, if you smack a concrete barrier, you can either hit restart or go repair it for virtual credit that you can typically regain through other races within the hour. Smacking an immovable barrier that's off the track doesn't really have all that much effect other than an annoyance.
-In reality, if you wreck the car, you have to use actual money. In addition, you can't just go do another race 5 minutes later or repeat a short race over and over (within 5 minutes, no less) and earn money - you have to wait for an event that you have a legal car to use with comes up, and typically the car you just wrecked is the only car (not necessarily one and only, however) you actually have. Smacking an immovable barrier like that would destroy the car, so they are breakable to minimize damage.
==You can't wreck a real life car with the same lack of consequences as you can a video game car.
-In a video game, penalties are assigned by a fixed and unchanging set of rules (until a patch comes out and changes them). They are black and white in coding, even if not quite so in execution. There is no human factor to determine whether a close call is or is not a penalty or whether a post action mitigates taking a penalty (such as the stop-and-go used at the bus stop chicanes at Watkins Glen or Daytona). Likewise, since not every event has these penalties enabled, some form of barrier is otherwise required to keep people following some semblance of rules. Combine this with the above point, and an immovable barrier does the trick.
A perfect example of this is Circuit de la Sarthe 2009 at turn 1 and at the right-hander leading onto the back straight. No walls are present at either of these turns blocking off what would be used in real life as a courtesy run-off area where a driver can miss a turn, recover without taking damage, and fall back in line. As players of a video game, however, where there are no penalties for such an action, there is nothing stopping us from abusing these run offs except for a moral compass.
But of course, this is a video game - there are no negatives to using these short cuts. People may dislike you, but if you're using public lobbies, there's a low chance you'll encounter the same people anyways. There's a fine balance between realism and enforcement. For the Sarthe turns I mentioned, you typically still have to slow down somewhat to avoid flying off the track, so their use is slightly mitigated naturally. However, the "concrete styrofoam" at Monza is necessary because, otherwise, you're looking at a kink rather than a chicane.
tl;dr - lack of a well functioning penalty enforcement necessitates a better functioning barrier enforcement. It could be better done, however, by giving an option in Multiplayer rooms to remove these barrier enforcements in favor of a stricter penalty enforcement in those areas (and a better functioning one too - clutch does wonders to negate a timed penalty in this game).