@ Steve: Something to keep in mind - Trump was elected making the promise of building the wall. At the time he was elected, The Republicans (HIS party), were in control of the House of Representatives and the Senate. So they had all 3 branches of elected government, and they did not create funding for the wall. They didnt really push too hard for it either at that point.
Then, there was the mid-term elections - and the Democrats won the house of representatives (quite convincingly). They did this by campaigning AGAINST the building of the wall (and a lot of other policies naturally, but there NOT building a wall was one of the key democrat promises). Since they were elected and won a strong majority on this point, why should they support/approve something that the Republicans had 2 years to get through and failed. Their election promises to the people have to be respected as well.