Hi Stefan - when you do Shell with a face selected, MoI will try to thicken all the other faces in the object but leave the selected one to be not offset so that it forms a opening there. See here for some examples:
http://moi3d.com/3.0/docs/moi_command_reference7.htm#shell

It sounds like you do not want that particular kind of thickening - if you want to thicken the outer wall you could select it and then run Construct > Offset to build an offset surface from the original, then delete the original outer face and use Construct> Planar to fill in the open areas.

There seems to be some difficulty with a couple of edges there though which is making building planar surfaces problematic, I'll take a look and try to see what is wrong.

- Michael