I once thought the same thing about building a wall but a friend of mine who worked extensively with CBP had talked to agents who are out of the political eye, and they had some convincing arguments for building one. For them it wasn't about keeping Mexicans out or whatever racist BS our president is agitating over. But it was more that there are small groups such as cartels in Mexico and Canada who want to come here for the express purpose of committing crimes, and they exploit the response times of CBP in remote areas to cross the border at will.