As Orashna said...territory ownership extends below ground and, presumably, there'd be a way to tell that you were about to leave the territory you owned while digging.
On the other hand, for actual tunneling, I do think it would be nice for them to include a method to check and see "Is there anything on the other side of this wall?"
Realistically, if you struck a wall to start digging through it, and there was open space on the other side, it would sound different. You'd get that nice hollow 'thunk' instead of the normal sounds (though, realistically, the hollow sound would taper in gradually, not just that you're digging and then there's an abrupt sound change.)
So, based on the fact that there is a realistic way to tell if you're about to dig into an open space...I could see SBS implementing something like this.
This would be useful not just for construction and making sure you don't cross into someone else's space, but would also be useful in, say, invasion tactics. If you're trying to dig your way into a Hrothian city, you want to know before you hit one of their tunnels so you can round up your troops, make sure you're all well fed and watered and rested, and be ready to storm the tunnel the moment you break through.
Although, conversely, someone inside the space you're about to break into should be able to hear you digging and testing for open space on the other side of the wall...and may be able to prepare an ambush for when you break through.