Because the print is made from oval shaped threads, any change of direction will have a rounded corner. Those points are where the outer perimeter turns to the inside or comes back out again. Also any starting point will have a rounded edge as well. The holes are where two rounded corners meet. A little more extrusion will cause them to squish together more, but there will always be a little gap of some kind. It doesn't go all the way through, it's just on the surface.
If you are making something that needs to hold pressure, I would recommend vapor smoothing it. That will cause the outer surface to melt and flow together, sealing up any tiny gaps.