The mobs in the nether are able to spawn outside of the world border. This includes not only the new Piglins and Hoglins, but also old ones such as Ghasts and Blaze.

Also, the nether mobs are able to pass freely through the world border on both sides. I would assume overworld mobs work for this as well, but there is no issue in the overworld, and zombie piglins, etc. do not have this issue while in the overworld.