So, what it is really about? Well, that is tougher. The President cancelled a deal in place because the right wing media called him weak. The Democrats are newly installed as representatives, the very large majority elected after an election that Trump made about the Wall. So they are generally against it because the voters are, and the new leadership doesn't want government by ransom. The thought is (and I agree) that if you give in to the President here, it just emboldens him to take the government hostage again when he wants something.
Worse, neither Trump's base nor the Democrat's base wants them to give in. But what about the wall in general?
Well truth is, we have a wall where it makes sense.
As the image shows, we have a lot of wall. In some areas (like the "vehicle barrier" in California) the border is in isolated and super rugged areas, so a wall is too expensive and not worth the cost.
That area of un-fenced border in New Mexico is on tribal land where the Native American Tribal Land is on both sides of the border. Other than that tribe, all the land borders are already fenced or barricaded, and the Democrats have appropriated money to fix the current fencing / walls.
The unfenced sections are in Texas along the Rio Grande River. How much money do you spend to put a wall along the river? (the fenced areas are near bridges.) No border state or county thinks new walls are the right answer. Why? Well, the new migrants are requesting asylum. These people want to turn themselves in, so they go to a border station, not the border. The Trump administration has slowed asylum processing, so some are trying to come overland, but mainly in order to turn themselves in.
As for the crime, drugs, etc. The great majority of illegal immigrants now come in via air and overstay their visas. The border wall doesn't nothing for that. The drugs are smuggled through current ports of entry, the border wall doesn't help that.
The Democrats say they are willing to pay for more border security, checkpoints, officers and equipment to find smuggling. But they aren't willing to pay for a wall.
When does this stop? When enough Republicans feel the heat and get the President to agree to some face saving way of opening the government. I would say "or if the Democats find a face saving way out of this", but the rejection of the crappy compromise shows that the Democrats are not (yet) ready to cave and grovel to the President.