A wall wouldn't work! ...so why build one?
Your typical civilian simply doesn't have the resources to deal with a "Berlin Wall" situation, or with the even larger wall that ran along West Germany from end to end.
It was huge. There were no mass movements of civilians from East to West. I have known a number of East Bloc and German refugees over the years ~ they all got out BEFORE the fences went up, or they were swapped for spies.
Why do you have walls on your house? Why do you have locks on your doors and windows? Why do you have a dog? Why do you have outdoor lights? Why do you have a neighborhood watch? Why do you have a loaded gun in your house? Why do you have a fence around your property? How silly! What a waste of time and money! It doesn't work!