Some of us had a big problem with how he intended to do it. Things like bypassing pretty much all the regulations to build it. Look at what is happening with the Rio Grande--Texas keeps putting traps (hint: look up the law on booby traps--highly illegal for good reason) in the river and blocking a navigable waterway against both federal and international law.
You would have an excellent point if the Democrats would have just sat back and let Trump fail over the wall. But instead of that, they made a big performance how they would prevent the wall. Had the wall actually been completed and not worked (a very real possibility) we could say that the Democrats were smart and Trump was dumb. But now all we can really conclude is that the Democrats did not give a shit about illegal immigration and Trump did.
There's also the issue that he would claim it worked whether it did or not.