Hm I don't think there is or should be a general rule to not use thin models (/ bounding boxes), I think it always depends on the situation. In first person games you have to take a little special care because your camera is not a single point but a/ the near clip plane. If your player model/ bounding box is rather thin you thus may be able to look through a wall/ door if you stand really close to it and if it is somewhat parallel to the view direction.