When you testplay, you're in what's called debug mode.
In debug mode, you can press ctrl to walk over unpassable tiles and press F9 to enter a scene which lets you change variables and switches.
But you can only testplay if you run the game from the main RPG Maker XP, if you try running the game.exe straight from the folder, or from a finalised game (File >> Compress Game Data >> Create Encrypted Archive) it won't have either of these features.
If you still want to disable walking over everything in debug mode, to into your script editor (Tools >> Script Editor).
On the left, look for
Game_Player, and select it.
Line 34 (It says the line number along the left of the main window) should read:
return true(If it doesn't, do a ctrl + F for
if $DEBUG and Input.press?(Input::CTRL), and it should be just underneath

)
delete those two words

And if you want to get rid of the F9 debug scene, on the left window scroll down to
Scene_Map, and line 135 should read:
$game_temp.debug_calling = trueAnd delete that line