Undergrad Chemistry class tends to use a blockey rule-of-thumb form of quantum mechanics ... taking the basic results as a way to illustrate the way atoms can interact. You should be wary of drawing deeper conclusions from it.
The energy levels are the eigenvalue solutions to the schrodinger equation using the entire combined potential from every source. So they are the same level throughout something that can be said to be a molecule.
Although, for large complex molecules they can be tricky to calculate and hard to describe. The simpler cases are helpful to highlight the important points.
Like I said before, tunnelling is said to happen when a particle prepared on one side of a potential barrier is detected on the other side - and there was no classical way around the barrier. The particles wavefunction exists, in principle, through all space - though we usually approximate all space to something smaller like "inside the lab".
Something to think about - considering 1D only for ease of maths:
... when you bring two potential wells together (easier to see this with square wells btw) some of the energy eigenstates will be shared across the wells, while some (the lower ones in the deeper well) will not be.
The particle from the shallow well gets shared in the shared energy level - this will make for a covalent bond.
However, if there is an unoccupied unshared state, then there is a chance the particle will decay into it ... which breaks the bond. In this way, a particle can be said to escape one well to be captured by another.
The situation is clearer in a model where only the shallow well is occupied by a single particle and the deeper well is empty, initially the deeper well is "switched off" and at some time t=t0 the deep well is switched on. In that case, the ground-state wavefunction of the shallow well alone will be represented as a sum of the wavefunctions of the combined 2-well system ... making the energy level uncertain at any t > t0.
The time evolution of the states will have the particle's mean position "slosh" back and forth between the wells.
If the particles are electrons, then the atom with the deep electron potential becomes negatively charged and the other one becomes positive ... an ionic bond is possible.
An ionic bond would be modeled with the two ions as the particles moving in the potential well that results from their mutual attraction. If one is a lot less massive than the other, then we can approximate it as the light ion moving in the well of the heavy one.
There are lots of ways two atoms may be ionized - the, somewhat simplistic, treatment above was because you specifically asked about how neutral atoms could end up in an ionic bond all by themselves. The situation for your specific example would be more complicated than what I described - that was just to give you a bit of a feel for what sort of thing happens.
Notice that in none of the description did we think of the bond formation as a tunneling situation.
The tunneling model of alpha decay is a much better example.