I don't know if I'm allowed to reply here. But I did make sure that what you wrote wasn't the case: Walls were still there (in fact, I tested shooting at the city aswell as not shooting at it and just sitting there); my units were adjacent to the city centre. I tried completely surrounding the city centre with units, just having one or two units adjacent to it etc etc. Basically, I tried everything. Sometimes the city centre just didn't fire.
I don't want to get into too much detail since this is a "quick" questions thread but maybe this is a bug.
The way the game shows that the walls fortification has been reduced to zero isn't by destroying the wall; instead a city that has walls normally has two bars instead of just one a city without walls has; with the top bar representing the fortification. But whenever it's bombarded / attacked some of the damage goes to the top bar; when that top bar disappears, it's fortification is down to zero and the city can no longer bombard.