I suspect the real reason a lot of these Mexican (and, for that matter, some American) politicians are getting worked up is that the wall would mean an end to the easy way of getting drugs from South America up into the United States.
I would have to imagine that a vast majority of the Mexican political types in areas where people migrate from South America and Central American to the USA benefit financially from drug trafficking. If it isn’t easy to move crap into the United States, they aren’t going to get those healthy, cash kickbacks for looking the other way. A big wall makes it a bit difficult to get their crap into the country.
Ding ding ding ding!!!