Mexico wants to build a wall as well... on its southern border.
Walls aren’t necessary to have good neighbors, of course. Canada and the US have been good neighbors for nearly 200 years (took us Canadians a while to get over the war of 1812). But of course we are countries with comparable and compatible backgrounds, cultures, and economies. For the most part the risks of trying to enter and live in the US illegally outweigh the advantages for Canadians, and vice-versa. I don’t know why we’ve decided to allow visa-free travel from Mexico, though. Just asking for trouble. Mexico could require visa from Canadians to visit, too, although that would just be cutting off their own nose to spite their face (Mexico needs Canadian and US tourists, but Mexicans are not a significant contributor to the Canadian economy).