Walls are not a simple suggestion to implement. They don't work well with other game mechanics such as cities, kingdoms, their borders, and wars. This addition also introduces additional technical difficulties, which would require us to reduce the number of units in the world.
Our priority is to implement something that works well with the game engine and current mechanics. If walls were feasible, we would have already added them.
I'm not downvoting you, and I understand your frustration with not seeing the features you want. However, not everything can be added easily. Some seemingly small things can actually take a surprising amount of time
If you think there's something else apart from walls that should take priority, please link the threads