This is a known issue.

Having a double wall seems to prevent it. Having your pen be part of the outer wall just randomly will let them escape.

Back when I first started playing a friend had a boar pen and they kept escaping. He checked online and found out it was a thing so I put up another wall around the pen.
https://steamcommunity.com/sharedfiles/filedetails/?id=2587149812

Now though, if I make a boar pen, I will dig a pit and just put one fence around it to keep stuff from falling in.