What does that have to do with The Wall?
Dems want more social entitlements like 'universal' healthcare, but presumably they don't want them for non-citizens. They also want more jobs and higher wages, but presumably not for everyone in the world, only US citizens.
So the only real reason they have to oppose a border wall is that it would keep out drugs, because they support legalizing those. Since cannabis is being legalized already in a number of US jurisdictions, and since cocaine is the main drug that is grown south of the border and trafficked north, that would seem to be the main reason they want a black market interface to exist and not be cut off by a wall.
So, presumably, if cocaine would be legalized and piped in through the border wall, they would support the wall, because it is basically just a big fiscal stimulus project, which they generally support.
I think all the humanitarian reasons they're claiming to be against the wall are just excuses because they can't talk about protecting drug trafficking routes.
Obviously if there was a wall, they could still legislate legal migration or even legalize it completely, but I don't think they have any interest in either of those options, really, beyond their most instrumental social-economic interests.