To keep bad people out. I hear you can still go on tours once you've been checked out. Apparently you enter legally through these things called gates.
I was sure the government said walls don't work in the way they say this one will.
Edit: I know a lot of people don't think a border wall is important or possible. If you're not living in a border state you probably don't know how much crime happens as a result of illegal aliens. 600,000 crimes in less than 10 years in Texas alone. But who cares, they're all good people who just want to provide for their families.
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A wall would keep illegal transgenders out too. But not illegal attack helicopters so we need a giant net in the air too. [spoiler]heliphobic[/spoiler]
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The difference is that wall is only around the Capitol and is heavily guarded with the nations best security, and only a fool would try putting a dent in that. A border wall would be over 2,000 miles long, people would be committing vandalism against it every day, it'd subjected to the harshest weather conditions in America, and there would be large stretches completely unguarded because nobody wants to work as a security guard in the middle of nowhere.