I really do not understand why everyone is so surprised.
For the most part, our congressmen live in Washington, DC now, not in their home districts. Washington is not only the home of the Federal government and its administrative Leviathan, but also home to a virtual army of lawyers and lobbyists for corporations, institutions and local and state governments. 99.9% of them are opposed to a border wall, and although they are opposed for different reasons, the result is the same.
The truth is that the interests of the American people and their elected representatives began to diverge some time ago, and that division has only widened with time. Democrats clearly have the better deal here: their leaders depend increasingly on the votes of misinformed youth (the Left owns the educational, cultural and media establishments, because Republicans long thought them unimportant), and of minorities loosely attached to American values and history (ditto). Owing to demographics and immigration, the Democrats' base is growing while the GOP's base is shrinking.
Democrats believe in big, socialist government programs and only need preach to their choir. For their part, most GOP lawmakers are influenced more by lobbyists than by their own voters, and accordingly make deals with the former while cynically lying to the latter, in order to get re-elected and thus maintain their perquisites. Which is to say: at least the Democrats believe their own bullshit.
As long as our government doesn't want a wall, there will be no wall. There's an answer for that, too. But not an easy one.