The big reason they won't approve the wall is because Pelosi is stubborn, and doesn't want Trump to get a campaign promise win.
Exactly, and plus shes worried about her own lofty perch. The young gun lefties would love to replace her along with a lot of entrenched old hands who dislike her as well. Agreeing to the building of a wall would guarantee a rebellion among the RATs and her being replaced as Speaker!