I have ticked the “Generate Colliders” box for the model, yet the problem of me going through objects persists. Even when I add the Mesh Collider components separately it doesn’t work.
EDIT
I have looked into it a bit more and noticed that when I get into the object, I can no longer get out. I looked at the meshes for the objects and realized that they’re all backwards, which would explain why the Mesh Collider would not work outside but would inside.
The new question is: How can I flip the meshes back outwards in Blender?
There are a few things wrong, but the reason you’re able to see through your mesh is because the Normals of the object aren’t facing the way you’d like them to. In most cases this would be as simple as selecting all of the vertices in the object and flipping them the other way.
For some reason, most likely because of how it’s been modeled or generated when you flip the vertices of the buildings so you can see the outside, the inside becomes invisible.
Recommendations
Scale your model down to a more reasonable size such as .01
