I'm not experiencing this problem. I have M4 hidden behind a door and I still get all his bodypart outlines in white by passing my mouse over him through the door. I'm using PP2014 game dev on win7 64-bit.

The recommended approach for selecting is to select body parts via the hierarchy menu, or via the 2nd dropdown menu above the scene, as selecting directly with the mouse can nudge other parts of the figure by minuscule amounts that might not be desirable.