A border wall establishes a basic barrier that slows down all those pesky illegal vandals. While they are busy clicking on 20V batteries in the middle of nowhere on their sawzalls, it slows them down some so border patrol can turn them around.
No barrier at all won't slow them down. The Rio Grande also slows them down in some parts of the border.
The more obstacles put in their way, the more time it buys the good guys to come and turn them around.
Walls also serve as a mounting point for surveillance equipment and sensors.
None of us have to live in the area to have a basic understanding of how walls and border patrols work.