No, it's a "pillars are on the lower layer" issue. At least the base tile of the pillar should be on the upper layer, so that you can curve it. Ideally the highest tile should be also, since the top of the pillar should be circular as well (instead of square as it's shown in the screenshot right now). Alternately, maybe add a square stone base to the bottom of the pillar and a matching one to the top?