All I'm saying is: If i cannot sling a stone on a target that is standing right beside me, then I should not be able to sling a stone on a target, that is only somewhat further away (for the same reasons). It just feels more consistent to me, if minimum range works the same for all things, that are in the same zone (and walls can be understood as in the same zone, because they can be melee attacked)

Think of it this way.
The reason why you cant sling the stone vs an enemy creature in the same zone is that he is actively engaging you in combat, walls do not. And the ballista could technically attack a creature rubbing its chest on the tip of the arrow but are unable to due the the clumsiness of aiming it so it will not happen. A wall on the other hand is a big thing that doesn't move. And the fact that you can melee attack (range 0) vs a wall should not be a factor here sins the creature have legs to move into position for the attack.
I prefer to think of walls more like the way we do with flying creatures. Flying creatures exist in the zone but at the same time above it and can therefor be target by range attacks with min range higher than 0. I see walls in a similar way. They don't exist in the zone but in the outskirt of the zone, and if a creature can move in position to attack it with melee it can with ranged as well.
The wording in supplement is weird and should be changed to same wording used with ranged attacks vs flying creatures.
"Any ranged attack can always target a wall bordering the same zone."
This change would also give min range 2+ the ability to attack the wall but that's fine cause if you cant shoot over the wall you will hit the wall.