Holodecks are basically shipboard TARDISes. If anything, the fact that Data was able to throw a rock and hit the holodeck wall back in Farpoint is now the oddity. Given how holodecks have been shown to function since then, that rock should have continued on as it would in the actual outdoors unobstructed.
My headcanon is that the holodeck would have been able to compensate for that with some visual illusions, except that what Data did was unexpected. This was still a relatively early version of the new generation of holodecks (Remember that multiple characters express their amazement about the holodeck quality), and I suppose that updates of the software refined the computer ability to anticipate such character actions.