Yes, they drilled through a cinder block and a brick wall to do the venting for the furnace. I think the concern with the A/C lines was going from the ground floor up through the wall to the attic. The attic isn't over the utility room, but starts next to it...split level house.
I just wanted to find out from professionals if it was something you didn't feel was important. But I'm hearing everyone say that I should get it.
If it was in the quote for the jog then they should replace it. It can be run on the exterior inside of molding specifically designed for this type of repair.
I am sure if there was a couple of zeroes left of of the payment check they would be right there demanding the correction.