Matt Yglesias has an interesting — and I suspect, correct — view of why our government is at such an impasse over Trump's Wall. Here's a summary if you don't have time to read the whole piece…
Republicans (excluding Trump) and Democrats both think The Wall is a stupid, useless expense that will do just about nothing Trump says it will do. The way most of these stalemates get unstalemated is that each side gives the other something they want. So Democrats would give Trump his Wall in exchange for something of real value to them. But since Republicans think the wall is of no real value to them, they don't want to give up something of value for it. Trump wants it but House and Senate Republicans, even if they pay lip service to the president's goals, don't really want it.
If that isn't clear, read the article. I may not have explained it well.