I have several:
- Barrels you can walk through or crates that you can't put other crates onto (they fall right trough). This seems to be a beginner mistake. I have seen this is many "first-time missions". It's of course not mission critical but like you said can break the immersion.
- Lids of these large brown chests moving wildly up and down when you try to lockpick them! I don't know if this is a technical problem, though, but I'd rather have a regular chest or the big pirate chest if it has to be a big one.
- The single wooden bar: In a town consisting completely out of stone buildings there is this single wooden bar sticking out of the facade to enable the player to reach a windows via rope arrow. Put some more wood into the town so that it doesn't look completely out of place! Or use wooden roofs like in many other missions - but then on several roofs, even if there are now windows or ways to get into.
There is more but these are the ones that annoy me the most, I guess.
And, yes, they are only pet peeves - they don't ruin a mission for me.