Migrants risk robbery and physical violence at the hands of the cartels who they pay to get them to and then across the border. Then they have to cross the desert. If they survive that ordeal, they now run the risk of being sent to a detention camp indefinitely before being deported.
No one does this lightly. No one gives up their entire life and takes these kinds of risks casually. People who attempt this journey are out of options. No one does this lightly.
All the walls in the world will not stop people seeking to survive in this one life we all get. People have always migrated. Migration is a human right.