Okay... as I explained in the tutorial, the platform behavior will "push out" of solid objects when it's intersecting. That's just how it works. If your animation is uniform... no problem. But if your animation frames change size, as most do, then you could go from not intersecting on one frame to intersecting on the next frame, and viola... your character has magically teleported to the top of the wall. You need to keep the collision box uniform to avoid this. Using a separate object as the hitbox is currently the best method to do so.
However, that's just a quirk of the Platform behavior, and just one of a few reasons why you might need to use a separate object.
If you're doing something like a space shooter or whatever, you probably won't need to use a separate object at all. It depends on what the situation calls for.
So... what's your situation?