You seem to be suggesting that it is the objective of Democrats to continue to allow people to enter the country illegally. Do you truly believe that?
The wall being ineffective is a good argument against it, but it isn't the only one. Even an ineffective wall will surely damage the relationship between the two countries it separates, for example.
I do believe Democrats want people to enter illegally, instead of not at all. Based on things they say I see no reason why to think that’s not the case.
Second, it still doesn't matter. Giving in to Trump on this matter would only show him that he can expand his racist policies again and again by threatening to shut down the government again. "Once you have paid him the Dane-geld you never get rid of the Dane."
[1] https://www.politifact.com/california/statements/2017/apr/28...
For Trump in particular, that means his speeches as candidate, "They're sending people that have lots of problems, and they're bringing those problems with us. They're bringing drugs. They're bringing crime. They're rapists. And some, I assume, are good people." He is a fearmongerer, and this is just another step of playing along fears of immigrants.
And even if you don’t give Trump what he wants now do you really think that’s going to stop him from trying again? He has no reason to stop trying.