Yes , totally intentionnal you should have the visual.
The reason is that tank projectile are affected y physics collision and there are no ways of avoiding the damages to structures with tank shells
The other versions of the mod are dealing with that by changing the ammo type completely and forcing you to craft new specific amunition for the cannon turret.
The only way for a cannon tower to be behind a wall and still use the same tank amunitions was to make the projectile appear after a minimum distance.
It was the best compromise I could find unfortunately ^^
I'm justifying it like the shell is ejected after a few meters from the cannon or whatever !
I'm trying to find a better way but not sure how to mitigate that... I'm very beginner in modding factorio