They were kind of inconsistent about that sort of thing on the show. For example, in the first appearance of the holodeck Data showed Riker where the wall was by hurling a holographic rock against it. It seems like the rock should have just been absorbed into the wall itself to maintain the illusion.
Also, shouldn’t the whole illusion have been wasted on Geordi, who didn’t even perceive the same parts of the electromagnetic spectrum as everyone else?