Because it will not work, it will cost millions, and gets the politicos off the hook without doing what they MUST do, which is make sure that the laws are enforced.
Everywhere fences have gone up illegal immigration has radically dropped. The can do both build the fence and enforce the laws. Then when they stop enforcing the laws (which will likely happen) the fence will still be there. Bush could have a liberal temporary guest worker program tomorrow if people trusted that enforcement would happen. They cant be trusted to enforce. Thats why a fence is necessary.
Regarding the fence...you wrote:
"Because it will not work, it will cost millions,"
That's a pittance compared to the 10 billion a year that illegals cost the taxpayers of California alone.