Let’s consider some of these details. Something I think people don’t consider is that there are a non-trivial number of land animal species that migrate across the border. They have no concept of nation-states, and for some, our xenophobic electorate is basically passing a death sentence. The wall would devastate several important ecosystems, especially in the Rio Grande Valley.
Walls also need to be maintained, like any other piece of infrastructure. Have you ever visited the great state of Michigan? We can’t even handle roads. How will the federal government, which doesn’t have the best track record with maintaining infrastructure, deal with a 2,000+ mile-long wall?
Another issue is surveillance. Who will watch the entire thing? Who will make sure someone isn’t chipping away at the other side with a spoon or trying to dig under it? You can’t watch thousands of miles of wall very easily.
There are all kinds of issues with this (oh, funding is a big one too), and this just scratches the surface. If you Google “Trump border wall problems”, plenty of articles have already been written that go into much more detail.