Because their "leaders" chose to go to a portion that does have a wall for several reasons.
It was in California and they thought California would throw the gates wide open for them.
They knew that even if they didn't get in they would garner simpathy from a compliant media
The leaders didn't give a damn if they got in or not as evidenced by the forming of another caravan
They wanted to overwhelm the system to a breaking point
They ignored warnings that they wouldn't get in but failed to realize the resolve of God Emporer Trump and his subjects. The wall existing that area did what it is designed to do, funnel them to a choke point where they can be properly repelled as evedence by the holiday rush they attempted. The big beautiful wall is coming. God Emporer Trump ion the job. He will break the democrats and they will cave in to his demands. Some are already calling on dem leaders to negotiate a deal that gives him the wall.