Remind me, how do they even work? I don't play a lot nowadays and I don't think I've ever tried a level using them in whichever game engine they are supported in (NeoLemmix?). Classic lemmings skills don't include an upward-tunneling skill. I guess maybe you could have a down OWW that really means "you can only dig, not bash nor mine" (or maybe just no bash).
Of course, if your game has features like gravity changes, or upward-tunneling skills like fencer, that changes things wrt up/down OWWs behavior.
To oversimplify, OWWs are basically ways to force you to take a long(er) route in order to get through the wall (or perhaps completely bypassing it altogether, but then you are really just using it as steel but disguising it visually). If down OWWs mean "dig only", it can be an interesting variation, though it seems like it'd usually be easier to work out a route getting just to the top of the wall, versus with horizontal OWWs where you'd then probably also have to get down it on the other side and then potentially having to turn around and then finally bash/mine. On the other hand, for a wall to be completely unremovable via certain skill types as a down OWW may be, that stronger restriction compared to horizontal OWWs might make for some interesting puzzles.