A wall could be built for about the same cost as an equivalent length of highway.
Would you pay for that much highway to be built if it would stop a flow of illegals that costs tens of billions in welfare, unpaid medical bills, and crime? Of course.
Such a wall would not have to be perfect. It would only have to sharply reduce what is today a completely uncontrolled flow.
It wouldn't reduce it. There were walls near where I lived. They'd just climb over them, or dig under them. No big deal. They had tunnels big enough to drive a car inside.